Definitely not. Their CPS requires that these keys be generated by an HSM and no HSM would ever generate these, so there's little reason to believe they're following any of their other controls.
> The hardware used for each of the issuers is in the attached file. These HSMs are FIPS 140-2 Level 3 compliant.
A FIPS HSM does not forbid one to import keys into it.
The Root CA must sign requests after authentication, but a "manual" approval is also accepted if done with the appropriate oversight with witnesses (clearly not the case here).
You trust the magic black box far more than I do.
My big fear about HSM is that they are inscrutable by design. There is no way to verify they are working as advertised. Plus side, all sorts of fancy hardware to protect your keys. Down side, all sorts of fancy hardware that obscures flaws in the implementation.