I ran into a security warning dialog in Firefox 31 when I tried it.
Appears to be a mixed content issue. Was able to work around it temporarily by toggling the Firefox "security.mixed_content.block_active_content" setting from true to false, then hitting the export button, and toggling it back.
How it's done in Chrome (if even possible any more) I don't know - I don't/won't use Chrome.
See here for some info: https://stackoverflow.com/questions/18321032/how-to-get-chrome-to-allow-mixed-content
Be aware that disabling mixed content blocking is reducing security in the browser in an absolute sense (all browsers are doing it now, bit it wasn't even a thing a few years ago.) I personally would only worry about it on dicey websites, while using public or unsecured WiFi, or if logging in anywhere. Not too concerned about turning it off for 15 seconds to grab an eBay listing export file.
Make sure the disable is only temporary to perform that singular task, and change it back when done.
For Firefox users, here is a bookmark to quickly access the setting if you choose to do so:
about:config?filter=security.mixed_content.block_active_content
