Their argument doesn't hold up under the slightest amount of scrutiny. You can go to your friends' pages and manually extract their email or other contact information. If it's visible to you, its because your friend made a decision to make that information visible. They designed the data export tool that way knowing that the main thing someone trying to leave Facebook wants is contact information for their friends that they may only know how to reach on Facebook.
If I put my number or email on my page, and I adjust the privacy settings to "only friends", I understand I am making that information available to my friends. They are free to copy that information by hand, or by copy-pasting, into their own address book. I have explicitly made it available to them. Facebook includes information about your friends, such as their birthdays, in your data export. Their decision to not include off-Facebook contact information is a business decision designed to make leaving Facebook harder. It has nothing to do with privacy.