You also need to import root CA certificate and any other Trusted CA Certificates to WebLogic "system" stripe under trust keystore.
Log in to Fusion Middleware Control.
From the navigation pane, locate WebLogic domain.
Navigate to Security, and then Keystore.
The Keystore page appears.
Expand the stripe in which the keystore resides. Select the keystore from which the CSR was generated.
Click Manage.
The Manage Certificates page appears.
Click Import.
The Import Certificate dialog appears.
In the Certificate Type, select Trusted Certificate.
In Alias, enter a name for the Alias.
In Certificate Source, either paste the content of the trusted certificate in Paste Certificate String here text box or select a trusted certificate file.
Click OK.
Repeat these steps for any other trusted CA certificates in the chain.
The imported trusted certificate appears in the list of certificates.
If you miss this step, then trying to export keystore to wallet fails with the following error message:
Error "Failed to export keystore to wallet. Error message: null" While Trying to Export Keystore to Wallet