Dear Marjan,
Greetings! Thank you for posting to Microsoft Community.
Kindly let us work together and resolve this situation.
Now, I would like to know how you selected some records from Microsoft list and then Exported them to Excel. Because according to this Official article, Export option is not available when list items are selected. The moment you select items, Export option will disappear! Please check this article: Export to Excel from SharePoint or Lists - Microsoft Support.
Please post back and share the steps or screenshot on how you selected, so that we can also test from our side. Did you apply some filters/view settings and then tried to export records from that selected view?
Thanks for your patience and cooperation. We look forward to your response.
Sincerely,
Edwine | Microsoft Community Moderator.