When importing a PFX-file with the certificate import wizard, you can choose if the private key should be exportable or not. Your choice is stored in the key storage property identifier that is key-storage specific. In other words, there is no information in the certificate about the exportability of the related private key. It is possible that if you import the same PFX-file into different computers that the private key is maked as exportable on one computer and is not marked as exportable on another.
To perform a PFX-file import at a command-line you may be familiar with the certutil -importPFX command. Since Windows Server 2003 SP1, certutil understands extra arguments to improve the PFX import.