This is just because the current user does not have the "Mailbox Import Export” management role assigned.

To give him the role with RoleGroup membership assignment :

1- Create a new RoleGroup:

[PS] C:\Windows\system32>New-RoleGroup "PST Rights"

2- Assign the pre-existing Exchange Server 2010 RBAC role “Mailbox Import Export” to this newly created group :

[PS] C:\Windows\system32>new-ManagementRoleAssignment -Role "Mailbox Import Export" -SecurityGroup "PST Rights"

3- Add the user who wants to use the Mailbox Import Export commandlets to the newly created rolegroup :

[PS] C:\Windows\system32>Add-RoleGroupMember "PST Rights" -Member Administrator

4- Restart the exchange management shell and now you’ll see these cmdlets

Note : You can use the ECP to create a Role Group, Assign Management Role( s ) and assign users to the newly created Role Group

Appendix : the list of cmdlets we have in the pre-existing “Mailbox Import Export” management Role

[PS] C:\Windows\system32>Get-ManagementRoleEntry "Mailbox Import Export\*" | ft -AutoSize

Name                               Parameters
----                               ----------
Write-AdminAuditLog                {Comment, Confirm, Debug, DomainController, ErrorAc
Suspend-MailboxImportRequest       {Confirm, Debug, DomainController, ErrorAction, Err
Suspend-MailboxExportRequest       {Confirm, Debug, DomainController, ErrorAction, Err
Set-MailboxImportRequest           {AcceptLargeDataLoss, BadItemLimit, BatchName, Conf
Set-MailboxExportRequest           {AcceptLargeDataLoss, BadItemLimit, BatchName, Conf
Set-ADServerSettings               {ConfigurationDomainController, Confirm, Debug, Err
Search-Mailbox                     {Confirm, Debug, DeleteContent, DomainController, D
Resume-MailboxImportRequest        {Confirm, Debug, DomainController, ErrorAction, Err
Resume-MailboxExportRequest        {Confirm, Debug, DomainController, ErrorAction, Err
Remove-MailboxImportRequest        {Confirm, Debug, DomainController, ErrorAction, Err
Remove-MailboxExportRequest        {Confirm, Debug, DomainController, ErrorAction, Err
New-MailboxImportRequest           {AcceptLargeDataLoss, AssociatedMessagesCopyOption,
New-MailboxExportRequest           {AcceptLargeDataLoss, AssociatedMessagesCopyOption,
Get-MailboxImportRequestStatistics {Debug, DomainController, ErrorAction, ErrorVariabl
Get-MailboxImportRequest           {BatchName, Database, Debug, DomainController, Erro
Get-MailboxExportRequestStatistics {Debug, DomainController, ErrorAction, ErrorVariabl
Get-MailboxExportRequest           {BatchName, Database, Debug, DomainController, Erro
Get-Mailbox                        {Anr, Credential, Debug, DomainController, ErrorAct