I "export line as a game." I have done that many times and it works fine. I have not used similar commands, Export Ebook as a game or Expert Ebook as many games. So I can't help you.

I often go in the other direction, i.e., PGN to COW.

I recently hit upon a technique that I find very useful. One can import a set of annotated games into COW. What happens when you do so from two sources? How do you keep track of who said what?

Perusing the original PGN file, it appears that comments are preceded by "{". Simply "search and replace all" to change "{" to something like "{ChessPublishing:  ". Then import the file to COW. Now all comments from ChessPublishing appear are preceded by "ChessPublishing:  ". You follow the same procedure on annotated games from another source, say Modern-Chess.

You don't say which version you are using. COW had this feature at one time, it was removed. I don't know when it will be restored.
http://www.bookup.com/forum/viewtopic.php?t=69