Emojis appear as square boxes when exporting messages to PDF.
If the emojis are displayed correctly in iMazing:
Instead of exporting your messages as a PDF, choose the Print option and set the target printer option to Microsoft Print to PDF (Windows 10) or Microsoft XPS Document Writer.
If the emojis are not displayed correctly in iMazing:
Some emojis are only supported by specific fonts which may not be available on your computer.