Can't Export Contacts from outlook.live.com

I just tried to export my contacts from my Microsoft account at outlook.live.com. I selected Manage / Export contacts and get the window shown below.
Attachment 129264
Nothing happens when I click Export. Does anyone have a fix for this? I can fortunately export contacs from my synchronised account in Outlook 2010.

In IE11 I get the usual Save box with the Yellow line, it works.
Same sort of box with Edge.

It does not seem to work with the Chrome Browser.

Another one for the conspiracy theorists.

Helmut said:

In IE11 I get the usual Save box with the Yellow line, it works.
Same sort of box with Edge.

It does not seem to work with the Chrome Browser.

Another one for the conspiracy theorists.

Thanks - I was using Chrome but the export option works in Edge / IE 11. That is one for the conspiracy theorists as you say.