The short answer to your question is yes you can test your keys/wallets on different OS's.
KEEP MULTIPLE BACKUPS OF YOUR KEYS IN SECURE/SEPARATE PLACES
If you are intending to only use geth across your various OS's there shouldn't be an issue exporting and importing the keys as you have described. I made the first backup warning in bold because there is always a chance that keys can become corrupted or incorrectly copied as they are moved from computer to computer (or VM to VM). You can export the keys using the
export command as you have described and/or copy/paste your keystore file from one PC to another.
If you decide in the future to use other Ethereum clients such as TurboEthereum (C++ client), EthereumJ, EthereumH, etc., be sure to keep up with how each client handles imports, exports, and formats of the keys. Here is a good guide on using
ethkey from the C++ team to help understand and export/import Ethereum keys.
Finally, keep in mind that you need to very securely scrub your hard drive of your key data if you no longer intend to use the particular OS's storage for that key. If you have your keystore on multiple computers that raises the risk of someone obtaining your keystore and trying to break into your wallet.