If clicking the Export links do not appear to have any results, please try the following:
  1. Attempt to export the report in Internet Explorer
  2. Ensure that the Export window is not already open in the taskbar of your Windows.  If it is, clicking the link will keep trying to refresh the window that is in the background and cause it to appear nothing is happening.

If neither of these resolves your issue:
Chat With Support  and reference this article.