@Ernest ...not sure if this will help. But when I did "Export" and selected "Download to Local Disk" and followed the prompts, a *.ZIP file downloaded to my computer in seconds, and it had the audio *.WAV files inside of it.
There's clearly a problem on Microsoft's end...not sure what that problem is...but I think I found a work-around...for now. Would prefer to keep the files in Azure, but will take this option as a workaround for now.