Could you please share a bit more about the error message when exporting data from CDS?
I have made a test on my side and don't have the issue that you mentioned. The screenshot as below:
The user @cperia has faced same issue with you, please check the response within the following thread:
In addition, please take a try with the "Open in Excel" option within your CDS, then check if the issue is solved on your side. The screenshot as below: