If you attempt to install Data Export Service AppSource App on a pure CDS environment (i.e. one that is not a Dynamics 365 environment) it will fail due a dependency on Activity.
After validating with support, this is by design. It would be great to have DES available for CDS based Power Apps.
We shouldn't differentiate a CDS based instance to Dynamics 365 instance. Such limitation in general is affecting lots of customers. You can't convert between the two and now Data Export Service only works on Dynamics 365 based instance!! Why not CDS as well? If it is a lic issue then fix it via a lic agreement but not just impose such limitation without much documentation to justify it.
Agree with Ethra. There are so many solutions based on CDS and the inability to use the Data Expose Service to reporting is causing a significant challenge to the customer.