Yes, Export options will be coming later. Currently, you can only burn-in Captions for Export and all Caption tab options are disabled.
From the New Captions Workflow post:
https://community.adobe.com/t5/premiere-pro-beta/discuss-new-captions-workflow-in-premiere-pro/td-p/11521841?page=1
Exporting your sequence with captions burned in
The pieces of the workflow that are ready to test right now are for creating really nice looking burned in captions and exporting directly from Premiere Pro. We will certainly be adding the ability to export a subtitle file such as SRT before we release this workflow but that is not functional right now.
- Make sure the caption track you want exported is visible by toggling the eyeball on (Toggle Active Captions Track). If you see the captions in the Program Monitor, they will be burned into the exported file.
- Choose File > Export
- Choose any preset you want
- Click Export