Exporting SESX to make a MP3 file

Let's get the terminology right - you aren't 'converting' an .sesx file to anything - it has no audio in it at all, just instructions for what tracks to play out when, onto your final mp3, or whatever, file. It's important to understand how this works, because it can give you clues as to what might be happening. I can't really see enough of your track controls to tell where the output is being assigned to, but one thing I can see is that both tracks are still record-enabled - I haven't ever tried this, but this might well be enough to stop them exporting; you need to click those both off. If you expand the tracks slightly, you'll see where the output is being sent to, and if you have altered nothing, it should say 'Master':

I've ringed the R button you should click on, and expanding the track slightly will reveal its output destination. 'Master' in this sense has nothing to do with hardware; you don't need any hardware connected at all to export to an output file, just the correct track routing.