Reviewing the .CVS file created by NSX > UI > Security > Distributed Firewall > Actions > Export FW Configuration doesn't have Source and Destination groups populated.
NSX 3.x
This occurs because NSX 3.x FW Configuration export doesn't pull Source and Destination information from the rules.
You can workaround this issue by using a CURL command directly in 3.x NSX Manager.
How to export/import a .CVS file for DFW rule configuration
Import/Export Configuration 3.x
https://techdocs.broadcom.com/us/en/vmware-cis/nsx/nsxt-dc/3-2/administration-guide/security/distributed-firewall/export-or-import-a-firewall-configuration.html
Import/Export Configuration 4.x
https://techdocs.broadcom.com/us/en/vmware-cis/nsx/vmware-nsx/4-2/administration-guide/security/distributed-firewall/export-or-import-a-firewall-configuration.html