It is actually a wise thing. You don't want to just randomly throw plugins, themes, settings over to a different site. It is far wiser to install one plugin at a time and ensure that there are no issues. You could replace the entire moodle folder (as long as it a version equal or newer than the production site) and then copy the config file from the production moodle folder to the new one. That would bring in all your plugins at once but if you have any issues, then it will take you time to work out which plugin is causing the issue.
No two sites are really identical - especially when one is live as the database is changing daily. So, even if there were no issues on the test site, it does not necessarily mean that it will go without issue on the production site.