If you change the export location to a local drive, are you able to do the export successfully? If you are, then it is a permissions issue - i.e., the login that is running the job does not have write access to the network share.
how are you trying to do export? is it bcp or SSIS? I guess it should be bcp. I've had this issue couple of times when calling bcp using xp_cmdshell from t-sql procedure. Try running the bcp command in command prompt and see if it succeeds. then it might be permission issue with account that sql agent uses. In ideal scenario you should create a proxy account for doing this and give it only required access by job like access to your shared path etc. dont use system account for this.