Those are individual cue markers, not ranges, and it's only a cue range that you can export. How can I tell? Simple - there are no end times marked!
You have two options for doing this. One is to highlight the range you want to mark, and hit F8. Then it will show as a range in the marker list. The other option is to highlight two cues in the list, and hit the 'range' button (third one along from the left) at the top of the list. This will turn the pair of cues you've marked into a cue range. A variation on this, if you've marked a whole track into cues and you want to export the whole thing, is to put a cue marker at the start and finish of the file, highlight all of the cues in the list, and then hit the range button - that will split your file into individual cue ranges all the way through.
When you've done that one way or another, you get the export options.
Thank you, your reply was very helpful.