Earlier quoted context omitted.
If you're moving Private Keys you are Doing It Wrong. This is very common in VPN setups (and S/MIME) but still a terrible idea and worth taking the time to figure out how you'll make sure you don't do this.
If you're doing it from the machine where your CA is, and using secure transport, then it shouldn't be less secure than doing the CSR/Sign/Certificate dance. I mean, it would be nice, especially if you are distributing to other people, but I don't really see a difference if we are talking about uploading cert/keys to servers where you have root access.
But if I'm dealing with this sort of thing in outside of my homelab it'd be nice to see how it all works. I figure that learning how the CSR dance works in my homelab will help me understand how it works in the real world.