Rather than set up iCloud sync, I’d like to export / import notes.
Is there a way to export all my notes written in the Notes app in any format so that I can import them to another Mac?
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Is there an option to save notes to iCloud?
Yes, in system preferences-> iCloud.
It seems I cannot import a pdf to notes.
You can. The regular method of File-> import->import file, won't work. You can drag and drop multiple files into a note.
That would be a task for AppleScript.
How to import the notes to new Mac?
If the same Apple ID is used on both Macs, turn on the iCloud for notes (see 1^). They'll sync. If different IDs are used, there is no easy method. You can add collaborators (or people) and send them the invite. Then they can import all the notes to their Mac.
There is an app on the app store named Note2Txt that will convert each note to a text file and save it to a directory/folder of your choice. The app is $0.99 and is extremely fast and efficient. I back up my notes using this app. Each text file is given the name of the note with extension .txt