Unfortunately, data exports take time. Depending on the amount of data you are trying to export, and the demand on our servers at the time, it may take between a few minutes to a few days for the .CSV file to be produced and the download link to appear.
If an export is already queued, it's best to leave the request queued and just wait. It should be processed soon.
Cancelling a queued request and creating a new one will not make things go faster.
The export requests for this guide took almost 3 days to become processed and available for download.