I made this test block to test the fit on some holes (my printer isn’t calibrated), when I noticed the problem. The cone on the side was a sanity check for this problem.
I tried googling but couldn’t come up with this same problem.
Edit: I did just figure out a way, I made them a union group, which applied the cuts immediately, and they stayed when exported. I’ve never had to do that before. Though admittedly that’s probably the right way, I normally use fusion360. Something is definitely weird though. It should just work without doing that. And in fact it did a few days ago on a different project file.
You have to group the holes with the shape you want to substract them from.