If you mean a player like Quicktime or Media Player Classic is having issues with stuttering, then that should be expected. Anytime I have a raw or other high quality lossless media, then I will see stuttering with those type of players, regardless of if the media was from AE or another source. As Walter said, those files are for post production use not for playback.
There shouldn’t be stuttering when it is brought into the post production suite. If there is still stuttering, then reconsider your output encode, though that would sound more like a performance issue of your system itself.
I cut predominantly on Avid so my workflow from AE is RAW -> Import as MXF (Even though AE can encode an mov in Avid’s native NDxHD, I find this to be faster so long as can handle a large intermediary file). For other suites have AE (or Media Encoder) export in the standard format you use, or export RAW and use an encoder to make that conversion.