Official comment
The difference in the two modes is PERFORMANCE requires you to have a rekordbox dj license, and the mixing is done in the software. The CDJs would act as controllers and the DJM can be your audio device for outputting the audio (or it can go through the CDJs). Everything here basically connects via USB.
EXPORT mode would have you connect your computer via ethernet to the DJM2000's hub, and your computer acts as a "smart hard drive" for the players, which do all the work.