Looks like you are not using a Rewritable CD/Blank disc.
Which version of Lightroom are you using?
Lightroom 2015. It's a re-writeable CD
You need to use a Blank disc.
Also ensure that you are exporting all of the pictures to the cd in one go.
So basically what you're saying is that Lightroom doesn't support multisession CDs? Seems a pretty big gap in the functionality.
CD is a "Write once" Device for Lightroom and you need to export all images in a single export as Rewriting is not Possible.
You could use USB thumbdrive/External drive and rewrite data any number of time.
It might be LR Closed that CD after you exported images to it. Making that CD non-writable.
Just why are you exporting to a CD in the first place? Export the images you want on a CD to a separate folder on your hard drive then Write them to a CD using your operating system or special CD writing software. That way it should give you the option to not Close the CD which would allow for further writes to that CD.