If you want to preserve colors and all other display properties then save the segmentation using File / Save. “Export to files” feature is for exporting for 3D printing or visualization/processing in external software. Additionally, when I tried to scale the size down for the sake of storage space, but whether the slider is 1 or 0.3 the output file size remains the same. I exported using “export segments to files” a segmentation of several structures, with color and opacity set for each, into a merged OBJ but upon loading it back into Slicer none of the color and opacity settings were preserved.