Update: They changed their OPML, now it implements the spec, as far as I can see. My software can process the format. I think they should download the file to the user's computer like everyone else does.
I got an email from a friend with a pointer to an announcement from Feedly that they now support OPML export.
It's true, in a way, they do. However there's a spec that explains how a subscription list works, and theirs does not comply with the spec. You could not use their OPML to import it into my tools, and I don't believe it would work anywhere else either.
Also they produce the OPML in a bizarre way. Why not just download the file to the users' computer as an OPML file? It's not hard to figure out. We do it in Little Outliner. They could just do it the way we do it. View source to see. ;-)
Here's a link to an OPML subscription list that's properly arranged.