I assume your are using a right click from a grid and the menu item shown below. I did quick test and have no issues. Can you provide the info Filip mentioned. Also, are you able to do any of the quick exports?
Also, the error stack you show is from Export Wizard which doesn't build a linked query. Linked queries populate the data themselves. So i guess i need the steps to recreate this workflow and issue. Here are the steps i am using.
