Oh, I figured out how to get it to really export. After typing in the file name and clicking OK, you see the file in the File Explorer subscreen. Press the "Enter" key and it will save it.

I do have "Carrier provides cell sit location" checked in options, and the cell site location does display above the separator line. The cell site location only shows up when I have GPS enabled, which doesn't make sense to me, but that's how it's working for me.