When exporting a CSV of Exposed content from O365 Securlet, the email is never sent for the report. Other locations that can export a report in CSV format may or may not work.
The hard coded time limit for a report to generate is 1800 seconds or 30 minutes. If the report is too large, it could take longer than 30 minutes to generate. If so, no email will be sent.
Try using the filters to create smaller reports and export the CSV.