There is indeed no progress bar to indicate the progress. It is happening as a background process. You can enable an alert in the System Preferences > Notification, so you will see a banner in the Notification center, when the export has finished:
There is indeed no progress bar to indicate the progress. It is happening as a background process. You can enable an alert in the System Preferences > Notification, so you will see a banner in the Notification center, when the export has finished: