Same issue here, solved it by adding a single line of code to initialise Buddypress (for xprofile).
Around line 159 of export-user-data.php (after check_admin_referer(...)), add:
When omitted, the $bp global remains uninitialised, and all Buddypress queries silently fail (the table names are not initialised, which makes the queries invalid). Consequently, BP_XProfile_ProfileData::get_all_for_user($user->ID) returns an empty array, conveniently suppressing any SQL errors that arose.
Note that I'm using an older (and heavily modified) version of Buddypress - it might work out-of-the-box on more recent versions.