When exporting records from CF and then importing them, the NS records of Cloudflare itself are added, is this how it should be?
If you create a site from scratch, then there are no NS records, but they still work.
Before and after import:
It is ok?
Welcome to the Cloudflare Community. 
While your screenshot indicates they match your assigned names, I would omit them to ensure that they are automatically managed by Cloudflare.
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