No. They do it to prevent effortless unlocking. Unlike a lot of games, MK:Wii lives off of needing a player to spend time on lower tracks to build up skill in beating the later ones. If all you needed to do was download a file to move a complete save file to your machine, then an entire aspect of game design would be lost, leaving only multiplayer as the reason to play.
As proven before (with BWii), save data of online games can be transferred, just the online ranking aspect will be lost after deleting it from the Wii itself. MKWii (and SSBB) have little game design, so it makes sense that the save files were locked to keep what little backbone they have from being exposed and exploited.
On the flip side, I'm sure you can hack off the encryption. I just don't recommend going online if you do.
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