I just went into my buzzxplore and I an convert art to jef but not jef to art.
If only that were true. I just had a look at the site and the specifications state that it can import and convert from ART into a number of formats, but not TO Art. See the link below.
And alas, that's the case with any embroidery package you buy unless its Bernina's own software. And that's the reason there are so few designs in Designs by Cuties that give ART - you would have to buy the Bernina software especially to convert to that format.
I have a Bernina. I love my machine. But you are so right about the few numbers of designs.