Richard,
While I couldn't find anything specific in the Help file about this, I guess it makes sense. Memo fields are kind of a special beast, and copying/exporting them, would violate/not make sense for some of the formats in a general sense. (Can you imagine a 1MB comma delimited field? Excel cells certainly can't be that large.) For importing/appending you could always use low-level IO for some file types and other multi-step techniques for other specific situations.
For a generic situation consider using a 3rd party solution like Data Junction to preprocess the data.
Rick