I was able to save a URL from my iPhone to the To Import directory. When I got back to my Mac, the file had been turned into a webarchive in EF, which is all good and I can view it.
However, if I try to open the webarchive file through the file system (on this machine, on another Mac, on my iPad using Documents), I’m unable to open it. On both Macs, I get the message “[name] cannot be opened because it is from an unidentified developer. macOS cannot verify that this app is free from malware.” I am running macOS 10.15.6, and on my iPad I am running iOS 13 (whatever the latest dot release).
I have a screen shot of the error, if that’s useful.