Hey, something I've wanted for ages but never found. I created a script to import highlights from Moon+ Reader into Calibre.
Posting here in case anyone finds it useful.
https://github.com/boosh/moonreader-calibre-highlights
Just export your highlights for a book and copy the .mrexpt file to your computer, then run the script as per the README. Open the book in the Calibre e-reader and you should see (most of) your highlights in the highlights panel.
Make sure to back up your library first... I've only tested this on one book.