If you check "Display Render Mesh" in the Shape's Rendering options then the render mesh will be exported just like any other mesh in the scene.
Otherwise the Shape will be exported as a special wireframe mesh. If you apply a 2-sided material to the Shape, it will be visible in wireframe mode. These wireframe shapes can be useful for exporting things like AI paths since the vertices are defined in order and the paths can be made visible for debugging purposes.