Some will work with a program called Channelmaster where you can save the channel list to the computer. Some receivers have a USB option where you can save to a USB stick (GeosatPro is one)
In my 1100c save mode I have a choice of "channel data (SDB)" or "all S/W data (GPB). Neither of which are CNX files. Also in CM program I see many file types to import, but not SDB, GPB, or CNX.