As of now, QuickBooks Online (QBO) doesn't have an option to convert cfx files to pdf files inside QBO.
As a workaround, you can look for a third-party application that can convert cfx to pdf, and integrates with QBO.
Also, by sharing your thoughts and suggestions to our product developers, they can consider checking and working on the option to convert cfx files to pdf files. You can send your feedback by going to the Gear icon, then selecting Feedback.
You can always get back into this post if you have more questions.