@Abdul Musavvir 

which URL does it open?

ideally it should work fine.

If my response helped please mark it correct and close the thread so that it benefits future readers.

For XML it is showing like this instead of downloading the XML file

@Abdul Musavvir 

why not export from the list header Right click -> Export XML

You already have the records with your filter applied

If my response helped please mark it correct and close the thread so that it benefits future readers.

@Abdul Musavvir 

It didn't work for me as well for incident table. it opens up the URL, seems we need to right click and then save and it won't auto download XML

Seems platform issue or limitation when compared to other formats such as csv

If my response helped please mark it correct and close the thread so that it benefits future readers.