That is odd. I was running it from a query and it worked fine.
That being said, I have noticed what I call a "bug" with Access. Many times, if your query is an Unupdateable query (like an Aggregate Query), Access does not let you perform certain tasks with it (even though you are not trying to update anything in the query itself)!
I am guessing that may be what is going on. Is the query you were trying to export an Unupdateable Query? An easy way to check is to open it and trying changing any field.