please note i use an older version and have not gone on wr site to check newest docs on spline or export.

Only if the DFX file format supports it and also the DFX conversion for mathematica also supports it (did you check export options? probably a waste of time, but many exports have interesting and useful options.)

Mathematica has spline functions but you need to read the mathematica book about "The Structure of Graphics". You should realize splines have a data format that is interpretive by the equation used (or code used) (ie, postscript splines used for fonts are complicated and have a particular format - too many one can say), but also that Mathematica uses spline code to render (postcript graphics) but if you Ctrl-Shift-e (look at source of image generated in mathematica cell) you will see (line data, points, what) you wont see spline formatted (ie, not Spline[{data},...])

So there is still a need to express the spline data in a particular format that DFX accepts

i simply can't say if mm of newer version goes the extra mile on that, i do beleive older versions cannot do it

a raytracer called "povray" accepts spline data points (and has a particular equation and data format need - which nothign i know of currently exports) - though that's a far cry from what your doing and likely just a distraction

you should probably realize that while core import/exports (ie, like postcript) are simply beautifully behaved, that not all conversions are %100 suported (nor should be)