When you turn off iCloud > Contacts it will ask if you want to save a copy. I don't know if these are importable, either.
However, they are already on your Mac. The server is the master, but a copy exists on your Mac. But, the files are XML and not a vCard. The only way to get them into a transferrable copy is to export as vCards. The XML files do not import.
Are you aware of any way to do this and preserve the groups?
It's a pain, but export all contacts of each group into their own single vCard. If you have contacts in multiple groups, you'll end up with duplicates, so that might be a problem you'll have to resolve after importing.
When you import the vCard, you can drag the contacts from the "Last Import" group to a new group you make to match that import.