After all my research, I was able to find the way to export Rules from classic NSG.
Pre-requisite - you need to be co-administrator to access the classic resources at Subscription level.
Export Classic NSG Rules
(Get-AzureNetworkSecurityGroup -Name "Group <ResourceGroupName> <Classic NSG Name>" -Detailed).Rules | Export-Csv -Path C:\NSG01.csv -NoTypeInformation
Hope this helps other users.
Regards,
Girish