Hi there,
World Machine does not have any additional knowledge of the terrain that is not contained within the heightfield. Although this is theoretically possible with a fully analytic terrain, as soon as any kind of grid-based simulation or other types of effects are performed the sampling theorem rears its head…
Note that this also means that numerical differentiation of the heightfield IS the highest fidelity source of normal information that we have – all we know of the terrain height is a regular grid of samples. Because of this, any sharp edges imposed by the triangulation of the terrain are frequencies higher than what can be represented by the grid and do not actually represent real features in a WM terrain.
… short answer: You should get roughly comparable normals in WM or your end-app. The exception of course, would be if you generated your world at a higher resolution than the heightfield is exported at – for example, a 4096x4096 build and normal map export, but a 1024x1024 heightmap export.