Why I cannot export vocabulary terms via Features?
You need to use the module uuid_features. 

It is both possible to export individual terms by listing the ones you want or you can export all terms with the vocabulary:


Enable uuid_features
Go to admin/config/content/uuid_features
Check the boxes of the Vocabularies under "Exportable Taxonomy term bundles"


If you want to export all terms then check the "Auto detect uuid terms" option, so future additions / changes will be added.


If you didn't select the "Auto detect uuid terms" option: Do a drush fc and you will see a new item "uuid_term", get the list of components and do a drush fe FEATURENAME uuid_term:THETERMSUUID1 uuid_term:THETERMSUUID2 (gets really long, hence the "Auto detect uuid terms" option)
If you selected the "Auto detect uuid terms" option: you just need to export the taxonomy so do a  drush fe FEATURENAME taxonomy:VOCABNAME



Sorry about the odd bulletted list, trying to represent two options in one list.