Exporting a calendar file is a snapshot. It's accurate for about as long as it takes to save it, and then you're doing it again next week. A feed is a subscription: your calendar app holds the URL and re-reads it, so a task you move in Sodium this morning moves in your calendar too.
Setting it up is two clicks. Sodium shows your feed URL with buttons that hand it straight to Google Calendar or Outlook, and a webcal:// link that Apple Calendar and most desktop clients pick up on their own. Paste it anywhere else that accepts an iCalendar subscription and that will work too - it's a standard feed, not something proprietary.
Worth knowing: calendar apps decide for themselves how often to refresh a subscribed feed, and most check every few hours rather than every few minutes. Sodium asks them to look every six hours. So a change you make in Sodium can take a while to show up on your phone. For anything you need to be certain about right now, Sodium is still the place to look.