Do you have the file or sequence selected before you go into File/Export?
I have tried it with both variants. First I tried to export the sequence as AAF, that didn't work. Then I tried to export the file, that didn't work either.
Sorry for the trouble. Are you on macOS with M1? If so, there are some limitations currently. AAF import and export is one of them.
Let us know if you have any questions.
Yas I have a M1 Mac mini. Is there any way to fix this problem?