This ticket has been inactive for quite a while. I didn't get a reply from you. So, I've transformed this chat into a support ticket because you may still need our help. If you do, please reply to this ticket, and one of our supporters will continue helping you.
In the chat I asked and explained the following:
Are you using the WP All Export plugin for the export?
According to the last screenshot you shared, at this stage, you need to go to export the content with WP All Export.
Have you tried the troubleshooting link?
Please see the attached screenshot.
Please share access to your site and a video of your process of encountering this problem. You can use Loom, a free online screencast service - hidden link.
If you need further help with this, please share the access details to your site with me.
I'm enabling a private message for the following reply.
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