You should be able to export but you can’t have current data (i.e. the data which you see when you preview) associated with it, but should have data from previous refresh associated.
I think Step1 might be your case, if not try Step2.
1.Make sure you “checked” either “Refresh on Open” or “Refresh on Interval” from webservice properties. If you didnot check any of these, query doesn’t run and data will not be pulled.
2.Make sure you don’t have problem with the version you are using from: Differences between xcelsius versions
bambazooka 
(BOB member since 2007-01-26)