You can export all your notes as Markdown or JSON. Obsidian, for instance, even has a plugin to faciliate importing your Roam notes if you choose to migrate.
Unless something has changed, you're left with a bunch of unlinked Markdown notes. Those connections have to be relinked from scratch in whatever program the exportee then chooses. It sounds like Obsidian is offering a bespoke method of recreating these links, is that right?