We made an illustration on Adobe Illustrator which contain some elements with Gaussian blur. Afterwhat we export the illustration as a SVG and then import it onto Adobe XD. Once imported on an artboard and "Mark for export" the SVG we update our shared link for developement with the Downloadable assets checked.
When trying to downlaod the assets (from the shared link) there are only 2 choice available: PNG and PDF file format. SVG file format only appears as an option when we remove the Gaussian layers from the SVG.
So it appears that XD have some trouble to render SVGs with Gaussian blur and thus export it.
Import and export, Missing feature, Share or publish