In order to add export and import capabilities, you must have “Administrator” or “Super admin” role. To verify that you have one of these roles, you have to click on the Users menu.
From there you will be able to see all users.
Find your user and check that in the “Role” column you have “Administrator” or “Super Admin”.
Next, install the User Role Editor plugin. When you install it and click on All Users you will be able to see a couple of options.
Hover over your user and click on Capabilities. From there you will see your current role and put a check on Export and Import capabilities as shown on the screenshot below. You can grant or remove some of the capabilities and also you can change the primary role. Of course, don’t forget to click on the Update button!