Have tried this and found a couple of issues, I was able to export and import via a zip file however it was only after I removed a textarea field from it, when a textarea field was included it didn't import the textarea field. Also when importing with a textarea there's no message displayed on the screen. A successful import without text area displays :
"The preset has been successfully applied. Add entries to this database."
Including a textarea just displayed no message.
I also found that regardless of what I did it wouldn't accept any saved preset presenting me with the message /var/www/moodle2/mod/data/preset/<name> is not a preset name replaced.
As an experiment I took the zip file and extracted it within /mod/data/preset and then tried the preset menu again and it recognised it as a folder entry (like the image gallery at the top) but selecting the option of the same name lower down (assuming those ones come from the database) now that the data was in the folder it progressed without a hitch.
Hope this information helps and again let me know if you need to know anything more.