Did you click on the “Download Export File” button on your WordPress Export page (in Tools) and find yourself looking at an “Add RSS feeds” text popup rather than getting an xml file in your downloads folder, which is what you were expecting to get? I had that problem too and it was very annoying and frustrating!
The problem might be your browser. The solution I tried and succeeded with is to switch to the Firefox browser. No problems there. End of story. I am posting this to give back to the online community that has saved me time and time again from frustrating moments like this. This isn’t the ideal solution, but it is the best I have at the moment. Feel free to share a better one by commenting below.