After installation of a wildcard SSL certificate into the certificate store, the certificate does not appear in the IIS certificate list for use with site bindings.
You can export a pfx from IIS on another server, if you have a server with the cert successfully installed.
Update:
Working on another round of certificate updates (a renewal) I ran into this problem again, on every server I tried. @Geir's answer didn't work, but it did give me an idea. I identified the server where I had generated the Certificate Request and successfully installed the new cert there. From that server I was able to export a pfx and then import the pfx version on the rest of the servers. No need to redo the Cert Request.