Conversions between character sets when using exp and imp utilities

I use EE8ISO8859P2 character set on my server,
when exporting database with NLS_LANG not set
then conversion should be done between
EE8ISO8859P2 and US7ASCII charsets, so some
characters not present in US7ASCII should not be
successfully converted.
But when I import such a dump, all characters not
present in US7ASCII charset are imported to the database.
I thought that some characters should be lost when
doing such a conversions, can someone tell me why is it not so?

Not exactly. If the import is done with the same DB character set, then no matter how it has been exported. Conversion (corruption) may happen if the destination DB has a different character set. See this example :
[ora102 work db102]$ echo $NLS_LANG
AMERICAN_AMERICA.WE8ISO8859P15
[ora102 work db102]$ sqlplus test/test
SQL*Plus: Release 10.2.0.1.0 - Production on Tue Jul 25 14:47:01 2006
Copyright (c) 1982, 2005, Oracle.  All rights reserved.
Connected to:
Oracle Database 10g Enterprise Edition Release 10.2.0.1.0 - Production
With the Partitioning, OLAP and Data Mining options
TEST@db102 SQL> create table test(col1 varchar2(1));
Table created.
TEST@db102 SQL> insert into test values(chr(166));
1 row created.
TEST@db102 SQL> select * from test;
C
¦
TEST@db102 SQL> exit
Disconnected from Oracle Database 10g Enterprise Edition Release 10.2.0.1.0 - Production
With the Partitioning, OLAP and Data Mining options
[ora102 work db102]$ export NLS_LANG=AMERICAN_AMERICA.EE8ISO8859P2
[ora102 work db102]$ sqlplus test/test
SQL*Plus: Release 10.2.0.1.0 - Production on Tue Jul 25 14:47:55 2006
Copyright (c) 1982, 2005, Oracle.  All rights reserved.
Connected to:
Oracle Database 10g Enterprise Edition Release 10.2.0.1.0 - Production
With the Partitioning, OLAP and Data Mining options
TEST@db102 SQL> select col1, dump(col1) from test;
C
DUMP(COL1)
©
Typ=1 Len=1: 166
TEST@db102 SQL> exit
Disconnected from Oracle Database 10g Enterprise Edition Release 10.2.0.1.0 - Production
With the Partitioning, OLAP and Data Mining options
[ora102 work db102]$ echo $NLS_LANG
AMERICAN_AMERICA.EE8ISO8859P2
[ora102 work db102]$ exp test/test file=test.dmp tables=test
Export: Release 10.2.0.1.0 - Production on Tue Jul 25 14:48:47 2006
Copyright (c) 1982, 2005, Oracle.  All rights reserved.
Connected to: Oracle Database 10g Enterprise Edition Release 10.2.0.1.0 - Production
With the Partitioning, OLAP and Data Mining options
Export done in EE8ISO8859P2 character set and AL16UTF16 NCHAR character set
server uses WE8ISO8859P15 character set (possible charset conversion)
About to export specified tables via Conventional Path ...
. . exporting table                           TEST          1 rows exported
Export terminated successfully without warnings.
[ora102 work db102]$ sqlplus test/test
SQL*Plus: Release 10.2.0.1.0 - Production on Tue Jul 25 14:48:56 2006
Copyright (c) 1982, 2005, Oracle.  All rights reserved.
Connected to:
Oracle Database 10g Enterprise Edition Release 10.2.0.1.0 - Production
With the Partitioning, OLAP and Data Mining options
TEST@db102 SQL> drop table test purge;
Table dropped.
TEST@db102 SQL> exit
Disconnected from Oracle Database 10g Enterprise Edition Release 10.2.0.1.0 - Production
With the Partitioning, OLAP and Data Mining options
[ora102 work db102]$ imp test/test file=test.dmp
Import: Release 10.2.0.1.0 - Production on Tue Jul 25 14:49:15 2006
Copyright (c) 1982, 2005, Oracle.  All rights reserved.
Connected to: Oracle Database 10g Enterprise Edition Release 10.2.0.1.0 - Production
With the Partitioning, OLAP and Data Mining options
Export file created by EXPORT:V10.02.01 via conventional path
import done in EE8ISO8859P2 character set and AL16UTF16 NCHAR character set
import server uses WE8ISO8859P15 character set (possible charset conversion)
. importing TEST's objects into TEST
. importing TEST's objects into TEST
. . importing table                         "TEST"          1 rows imported
Import terminated successfully without warnings.
[ora102 work db102]$ export NLS_LANG=AMERICAN_AMERICA.WE8ISO8859P15
[ora102 work db102]$ sqlplus test/test
SQL*Plus: Release 10.2.0.1.0 - Production on Tue Jul 25 14:49:34 2006
Copyright (c) 1982, 2005, Oracle.  All rights reserved.
Connected to:
Oracle Database 10g Enterprise Edition Release 10.2.0.1.0 - Production
With the Partitioning, OLAP and Data Mining options
TEST@db102 SQL> select col1, dump(col1) from test;
C
DUMP(COL1)
¦
Typ=1 Len=1: 166
TEST@db102 SQL>

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