What could be the reason? WordPress bug?
More likely a conflict on your own website. I just tested this on a fresh WordPress install with the default 2021 theme and no plugin… and it works.
I’ll suggest you install the Health Check & Troubleshooting plugin to try to get to the bottom of this.
Yes indeed works in English version of WordPress. A big surprise for me, because as soon as I switch the language of the site to Russian, the export does not work at all. New installation, default theme, not a single plugin.
As far as I understand, the functionality of the export function depends on which specific language is activated in the WordPress site settings. Export works with any language selection except Russian. At first, I thought that there was a problem with the Cyrillic alphabet, but it turned out that when choosing any Slavic language, the export function works! I tried Ukrainian, Belarusian, Serbian, Bulgarian without any problems. But as soon as I switched the site to Russian, the export function categorically refused to work at all. I am not a supporter of the theory of a global conspiracy, but it all looks like sabotage, like the assessments of Russian girls in rhythmic gymnastics at the Olympics in Tokyo)))