you don't need an export...
styles that are in a template will automatically be loaded.
you can import styles from any other .sla file...
so, exporting is just saving your .sla under a different name (and eventually tweaking the list of styles in the resulting file)
... about the place where the dialogs are...
... there is a rational behind it, even if it's probably not the best one:
- under "edit" you'll find the dialogs that manages resources (colors, styles, ...)
- under "windows" you'll find the dialogs that contain tools (doing changes on your items)
it's not good, i know, but you will have to come up with a rock solid alternative to convince the team to change that!