I needed to do this on a Mac as well. I found a way to export the notebooks, but not to easily import them.
My OneNote is attached to an Outlook.com account so I navigated to OneNote online, right-clicked the notebook I wanted, chose "Export Notebook", and saved the zip file to my local drive. It was a large file and took several minutes to complete the download. (See screenshots.)
Then I tried importing to my Evernote for Mac desktop app using these instructions: https://help.evernote.com/hc/en-us/articles/208314308 but it didn't work. Evernote didn't recognize the files for import, and drag-and-dropping only succeeded in adding them as attachments.
Not sure what to try next...