I am finding documents on needing the import/export role, and the folder permission, which are both setup, but not which permission is needed to be able to have the option in Exchange Classic's area, to export to PST. I can export to CSV, which doesn't do any good.
We have a M365 Exchange, not on a physical server, so https://docs.microsoft.com/en-us/powershell/exchange/open-the-exchange-management-shell?view=exchange-ps doesn't apply.
I also have the organizational management permission, and have logged out and back in to exchange, Azure, and M365 since getting it, so the option to export to PST should be there. Is there any other roles I need to have, or is export to PST not an option with M365 Exchange servers?