Views data export user role field value missing from exported csv file
I found this is a bug in the module itself, and the following patch will solve the issue.

Discussion: https://www.drupal.org/project/views_data_export/issues/2789531#comment-13345278 

Patch: https://www.drupal.org/files/issues/2019-11-08/views_data_export_batch_empty_fields.patch