First, see: Connexion client export file not writing to Program Files location.
If the solution at the above link doesn't work, continue to the steps below. Does the error message reference Program files (x86) in the file path? If it does, follow these steps:
If you do not see a reference to the Program files (x86) folder in the file path referenced in the error, rename your options.xml file to .old and retry your batch export.
You may need to re-add some of your Tools > Options settings after renaming the Options.xml file.
Connexion client export file not writing to Program Files location