I was using CloudCompare for Mac, but I also have Windows PC, so I tried it on the PC, and now I see that the FBX option is there. I did a quick test of Poisson Reconstruction and the file was much too soft and lacking in detail compared with the Mac, but I will try again when I have time to experiment, increasing the Octree level more. I was also surprised because my PC is newer and usually faster than my Mac for 3D applications, but the Poisson ran very slowly by comparison -- it was using 96% of my CPU (though only 21% of my RAM) even though that was the only program running.
Also, I did export the file as FBX from Cloud Compare, and I do see the colors in Cloud Compare, but when I opened the FBX in my 3D editing software (Modo), it still didn't have any color information.
When you say "play with the Density scalar field" to reduce the puffiness of the closing triangles, I looked at the documentation (p. 131 of the User Manual), but honestly, I don't understand what the implications of any of those are. What happens if you have more neighbors vs. fewer neighbors? How do you know whether to select Number of Neighbors, Surface Density or Volume Density? If the Precise radius number when I open the Density dialog box is 0.6, do I want to increase that number or decrease it? How do I know whether to choose Approximate or Precise?