Option to export them to pmx is grayed out, unsure if there was an step I'm not understanding. I just, export it to fbx then convert that to pmx.

.pmx is an MMD model format, not an animation format. Blender's .fbx importer/exporter has bugs and is not feature complete. I think that possibly Maya is the only software that is not buggy with ...

Learn how you can export 3D models from Blender and Forger to Procreate on iPad with information on support for all compatible 3D files.