Check the Post-Processing section of your Export dialog:
In the dropdown of "After Export:", make sure you have a valid entry selected (choose "Do nothing" if you don't have special requirements).
Let us know if that helps.
Thank you so much, that has resolved the problem, although I am puzzled because the action has always been "Do nothing" but for some reason it had changed to having no action at all.
Anyway, I am very grateful for your expert advice.