The Export to Excel feature in SharePoint 2019 has not changed from SharePoint 2013 and does not require additional configuration.
I cannot reproduce this issue in my test environment, the feature works as expected.
Please check as following to narrow down your issue:
- Make you meet the minimum software requirements for SharePoint Server 2019. Do not install the Office client on the same computer as SharePoint Server 2019.
- Make sure you have enough privilege/permission in this list or site to perform this action. Log in as another user account and test again if necessary.
- Test in another list and see if you can reproduce this issue.
- Create a new list in the issued site and then click Export to Excel again, see if it works.
- Check the issued list for any special characters in the column names after the upgrade.
Here is an article you can refer to for further troubleshooting: How to Fix Excel Error “An Unexpected Error has Occurred” when Exporting?
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