It seems like you are using new IMS to Target connection. The reason that XF exported as an HTML is a known limitation of the current implementation of IMS->Adobe IO -> Target connection. In order to be able to export to Target as XF you need to use an old (deprecated) way by employing a Target Classic account.
You need to request a Classic Target account from Target Support. AEM is still using a Classic Target API to connect to Target. By default, Classic Target Account is not assigned when Tagert is provisioned to an organization.