See this article Learn how you can easily share your prototype with others by providing them a web link. for the current possibilities with using the export feature in adobe experience design.
This is not my prototype. I do have only shared link.
I checked with a product team member, and they confirmed that this feature isn't available in XD.
What a shame we can't export the project from a shared link. We also can't demand cloning to our cloud space from the shared link. This is something essential to a project of mine. Please add support to this.
We understand your concern here, as of now we have an option to share the file using the email address, kindly check out this link: - Publish your prototype, design specs, and cloud documents and share it with stakeholders by providin... It might solve the purpose to some extent.
You may also share your feedback here: - Adobe XD Feedback : Feature Requests & Bugs for improving the feature and share the link with us so that we may keep a track of it.
its nonsense you can't export design that designer sends you.
I've found "the way".
Go back where all screens are shown and press f12 if you are using Chrome, it will open Developer Tools. There you can find thumbnail link. Downside is that image is 2 times smaller than original...