azure db export to blob storage failed
you have to allow azure services and applications to connect to your database.
Take a look at the firewall rules in Azure sql database:
https://docs.microsoft.com/en-us/azure/azure-sql/database/firewall-configure
You can eventually allow azure services to connect to your database in this way:

You can disable this option after the export activity.
Please, remember that this is not an option of export task but this is a firewall rule of your Azure SQL Database Server.
Consider the export task like an azure service against your database so you have to allow azure to connect as written here:
https://docs.microsoft.com/en-us/azure/azure-sql/database/firewall-configure#connections-from-inside-azure