Hi,
Yes, it is true that both Source and Target CMS must be in same domain. Refer https://support.hpe.com/hpsc/doc/public/display?docId=emr_na-c05333759.
It is correct approach to go with mximport and mxexport for migration provided both source and target CMS in same domain.
Follow the document Data Migration of an Existing Microsoft Windows CMS to a New Insight Management 7.6 System for detailed information and instruction. Link for the document is as same above.