Hello @Thomas_Zahlmann and welcome to the forum.
From Roon 1.8 (Build 763) is Live!:
‘Export’ option restored to Playlists when applicable
Do you run Roon build 763 or later? If so, the export is probably not applicable for your selection. Please give more details. Posting screenshots also might help others to understand the issue at hand.
Note:
TIDAL and Qobuz Content
Because TIDAL and Qobuz content is not stored locally, it cannot be exported.