You first have to select the albums:
- Long left click or a right click on the first one, this starts the multi-selection.
- Either
- Top left a selection menu will appear (next to the Play button) where you can Select All.
- Alternatively, additional clicks (left or right) on albums add each one to the selection
- Alternatively, a Shift+ Left Click on the last album selects the whole range from the album you clicked first to the album you Shift-clicked
- Then the Export will be available in the (…) menu
Multi-selection works in most views and once you have one you can do many things to it, e.g. also editing credits on all selected albums together, add/remove to library, delete playlist tracks, etc.
You can also multi-select several ranges at once by first finishing the first range selection with the Shift + Left Click and then repeating the same process for another range.