Blazemeter SaaS
This means that something on your network (typically your firewall) is blocking the connection needed for the recorder to complete the export.
When you select the option to export your recording to JMX, the extension actually converts the recording into JMeter's JMX format. This conversion is not performed with the app itself, but rather through BlazeMeter's own converter located at converter.blazemeter.com.
If the converter URL is blocked or otherwise unreachable from within your own network for any reason, the conversion will not be possible to perform, and thus the error above will occur.