Hi Amrit4,

I believe that feature is designed to prevent a session timeout when exporting a "large" amount of data.  The user session is subject to the Transaction Quota Rule named 'UI Transactions', which is 298 seconds OOB. The export transaction can fail if that time limit is exceeded. To avoid that, the export can be done in the background and a email notification sent once it is done.  And I expect the attachment can exceed some email-related limit and for that, the email delivery would fail.

I do not work email configuration in the instance. There may be some 'System Notification' or 'System Policy' related to email that can do what you want, but you'll need to read the related documentation or maybe some Community member has a suggestion.