On mine, I got that message after it finished exporting (I chose Standard Resolution) and the photo was in my Photos area. I also could click Share in the top right (after exporting and before clicking the < in the top left) and save to Photos.
Do you have Photos enabled in the settings for Whiteboard? Go to Settings on your device and scroll down to Whiteboard. In the menu, is Photos access set to "Add Photos Only" or "None"? Mine is set to "Add Photos Only".