I can open the Xcf file，but Why can't export XCF file？

Because the gimp developers do not want other applications to write xcf files. It's not an interchange format, like OpenRaster (ora, which gimp also sort of supports), and it's not widely used like psd (which sucks). See http://marc.info/?l=gimp-developer&m=10 ... 010776&w=2 for their rationale.

Any chance of this changing with future GIMP versions ?

No, we're not going to implement XCF export. There is now an official document for the file format, but it's still not an interchange format.