I ran into this same issue. It's a bug in the feature's discoverability, and it could be solved by adding a notice below the "File type:" pop-up menu stating that other file formats are available in Data > Export.
I ran into this same issue. It's a bug in the feature's discoverability, and it could be solved by adding a notice below the "File type:" pop-up menu stating that other file formats are available in Data > Export.