This is not a feature request. This is a bug regarding a matrix visualisation with conditional formatting applied. If you export data to CSV, after the process of exporting it, the conditional formatting is lost from the matrix on PowerBI.
To be clear, I am not expecting an exported file containing conditional formatting (though that would be nice). What we need is for the conditional formatting to not disappear in PowerBI after an export.
To replicate the issue, please follow these steps in Power BI Desktop:
Start with a matrix with conditional formatting applied.
Export it to CSV.
Change your view to another report tab, then go back to the original tab.
You will see that the conditional formatting has disappeared.