As an alternative solution, I created a powershell script that does it in steps since exporting directly to the NAS is not working. I export it locally to my Hyper-V Host, then copy it to the NAS, then remove it from my hyper-v host. I've had good luck using robocopy command as well to copy/sync. Not ideal, but it worked for me.
Export-VM -Name "my-vm" -Path "C:\temp\"
Copy-Item -Path "C:\temp\my-vm" -Destination "\\NAS\my-vm\" -Recurse
Remove-Item -Path "C:\temp\my-vm" -Recurse