End won't help, because .mx files are lower-level and the way they are loaded is different from normal packages.
I was about to say that this isn't possible, but here is a hack which seems to work:
You can use this as, for example:
It is based on a rather interesting and little-known feature, that the assignment like
Context[sym] = newContext
will move the symbol (together with the global rules possibly attached to it) to a new context.