Sorry, but your example file doesn’t make it clear to me what you are trying to accomplish, how you are going about it, or what is the problem. The example cylindrical indentations in the top of cylinders are trivial to draw in SketchUp, so could you explain a bit more why they are causing you grief?
When you intersected the component with the top of the cylinder, the new edges you created are exactly co-located with the face edges of the component, so you can’t see them until you move or delete the component from that position. Because they were created by intersection, SketchUp doesn’t recognize them as a smooth circle, only as a polygon. So when you push-pulled them, the corners created edges. You can smooth these edges to make them look the same as the others (if you turn on hidden geometry you will see the same kind of edges in the other holes as well).
For export to CNC you need to be aware that unless you export a model to certain formats (I believe dwg or dxf?) all circles and arcs will export as polygons and polylines, not smooth curves. That is the way that SketchUp represents such curves internally.