Short answer
At the moment you cannot run CoffeeScript source files directly with node --experimental-modules and have them behave as native ES modules. The CoffeeScript command-line tool works by installing a “require hook” that on-the-fly compiles the .coffee file and then lets Node execute the resulting JavaScript as a CommonJS module.
The ES-module loader that Node exposes under --experimental-modules:

1. ignores require hooks completely, and
2. decides whether the file on disk is an ES module before it asks
   anybody to do any transpilation.

Because of that the sequence

npx coffee --nodejs --experimental-modules a.coffee

fails in the way you observed:

• Node sees a CommonJS module (CoffeeScript’s hook told it to execute the generated code in CommonJS mode);
• the generated code still contains the import keyword, which is illegal inside CommonJS;
• a SyntaxError is thrown.

Why the usual tricks do not help

• Changing the filename extension to .mjs is impossible – the file is still called a.coffee when the loader makes its decision.
• Putting "type":"module" in package.json does not help for the same reason: the source file being executed is not JavaScript.

What does work

1. Compile first, run later
   Compile your CoffeeScript ahead of time, save the result with an extension that Node recognises as an ES module, then start Node without involving the CoffeeScript CLI:

   # Compile
   npx coffee -c a.coffee b.coffee        # produces a.js and b.js
   mv a.js a.mjs
   mv b.js b.mjs
   
   # OR leave them as .js but put  "type": "module"  in package.json
   
   # Run
   node --experimental-modules a.mjs
   

   In that setup Node never sees any .coffee files; it only sees plain JavaScript and can treat it as ESM.

2. Write a custom loader (advanced / experimental)
   Since Node 12 you can provide your own loader with --experimental-loader. A loader could read a .coffee file, compile it to JavaScript, and hand that source back to Node. This is not something the CoffeeScript project ships today and is still considered experimental in Node.

3. Stay with CommonJS for the time being
   If you want to continue running CoffeeScript source directly with npx coffee …, use require/module.exports; CommonJS is still fully supported by current and future Node versions.

So, with current releases the choices are:

• pre-compile and run the generated JavaScript as ES modules, or
• keep using CommonJS when executing CoffeeScript on the fly.

There is no supported way to mix “CoffeeScript executed on the fly” and Node’s native ECMAScript-module loader today.