It appears you have not granted the app with Shared Files permission. In order to save the export file to your SD card or other location the app requires this permission. Follow these steps to grant Money Plus with required permissions.
- Close Money Plus if it is running.
- Go to your "System Settings" and select "Security and Privacy" then "Application Permissions".
- In the list of applications find "Money Plus" and open it.
- Make sure "Shared Files" is set to "On".
- Close Settings.
- Launch Money Plus and try the export again.