From my investigations, this does look like a Rekordbox bug in 2.2+ releases.
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I've also posted this over on the Rekordbuddy website, so details of the problem (and videos to demonstrate the issue), can be found here
http://nextaudiolabs.com/forums/topic/cue-points-not-exporting-from-rekordbox/
I assume this is a Rekordbox 2.2.4 bug - if I import the Rekordbuddy tracks in to Rekordbox 2.1.1/2.0.7 then I export the tracks to USB, all the cue points show up fine on the CDJ (the above link also contains a video link to show the tracks showing fine on CDJ)
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From my investigations, this does look like a Rekordbox bug in 2.2+ releases.