Transfer notes from iPhone to MacBook option in notes app subdued.

I have not been able to get a logical answer from 3 apple support folks on this issue.

I tried to transfer all my notes, 269 of them from my iPhone to my new MacBook. I tried this via the sync or backup to no avail, I got everything BUT my notes to transfer from the cloud. So I tried connecting my phone physically to my MacBook and launched the "Notes" app which shows to be empty, click "File" then scroll down to "Import from iPhone" and to the right another pop up menu has my phone's name but it is subdued in that it is not clickable so it won't let me select it.

Seems like a simple task and the option is obviously built in so why won't it let me? I have the latest OS, the Mac is new. My end goal is to remove everything OFF the iCloud and store it physically on my MacBook and an external HD like I used to do before I started using the cloud.

I spoke with 3 tech support folks and they claimed APPLE want's it to be the pain ion the butt it is turning out to be and I must export each individual file as a pdf and move it to my notes app. The last guy said this cannot be done, you must leave them on the iCloud, they cannot be stored on your device. There has to be an easy way.