Hi,
I'm Sumit, here to answer your query at the Microsoft Community.
Apologies for any inconvenience you are experiencing. I am happy to help you today.
I apologize for the confusion. Copilot cannot currently export files; however, Microsoft informed on Twitter a few months ago that this feature would be possible in the future. I think the AI model hallucinated here.
Please take a moment to send feedback from the Copilot page to let Microsoft know your thoughts, since this is a user-to-user support forum.
I hope you find this information useful. If you have any more questions, don't hesitate to reach out. Otherwise, please take a moment to rate the thread by pressing Yes. Wishing you good luck!