Update exports.md (#5265)

add add'l info about exports and mf server data flow per [slack
thread](https://dbt-labs.slack.com/archives/C03KHQRQUBX/p1712795602018859)

website/docs/docs/use-dbt-semantic-layer/exports.md

@@ -192,7 +192,7 @@ When you run a build job, any saved queries downstream of the dbt models in that
 
 </VersionBlock>
 
-2. After dbt finishes building the models, the MetricFlow Server processes the exports, compiles the necessary SQL, and executes this SQL against your data platform.
+2. After dbt finishes building the models, the MetricFlow Server processes the exports, compiles the necessary SQL, and executes this SQL against your data platform. It directly executes a "create table" statement so the data stays within your data platform.
 3. Review the exports' execution details in the jobs logs and confirm the export was run successfully. This helps troubleshoot and to ensure accuracy. Since saved queries are integrated into the dbt DAG, all outputs related to exports are available in the job logs.
 4. Your data is now available in the data platform for querying.