Currently, when using Special:Export, you can have all templates fully expanded before saving the XML. Special:Import can import this data. However, if a user is trying to use Interwiki imports, they might not necessarily have the templates on their wiki. Optionally the user should be able to expand all templates before importing.
Another thought could be recursively copying all templates used on a page, but this could get expensive and might warrant the job queue.
Version: unspecified
Severity: enhancement