Disable private key export while creating pfx

Hi,

We want to restrict the export of private key while the certificate is created at first place. We are testing to generate the certificate for a user and send the pfx file. 

While generating the private key, we can set the export flag as below 

"objPKey.ExportPolicy = X509PrivateKeyExportFlags.XCN_NCRYPT_ALLOW_EXPORT_NONE;

But if we use it, createPFX fails stating "CX509Enrollment::CreatePFX: Key not valid for use in specified state." This is because we have disabled the export.

Is there a way we can make private key not exportable while creating the pfx file.