Hi @Anthony Edwards ,
The official document introduces that: You can't use the PST export tool with accounts that require mult-factor authentication (MFA). Instead, you need to create an app password for the PST export tool.
According to my research, this issue may be caused by the incorrect permissions:
You need to be assigned permissions before you can perform this procedure or procedures. To see what permissions you need, see the "In-Place eDiscovery" entry in the Messaging policy and compliance permissions in Exchange Server topic.
Just like this thread discussed: e-discovery .pst, I get this discovery export credential popup
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I just had this same issue. It's a permissions issue. You need to be an ediscovery manager or administrator, in order to perform this task.
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