Hi Partner,
You could do export with following options:
1. In marketing list form, click "Export Members".
2. In marketing list form, click "Copy To Static" to create a copy of the dynamic list.
3. Open the dynamic list record in Web API:
https://company.crm.dynamics.com/api/data/v9.1/lists(listid)
copy data of the query(the fetchxml to retrieve contacts who meet filter criteria) property and apply it to your report.

In addition, if you are actually referring to contacts of Segment, members of segment can be only exported by "Export members" button.
Regards,
Clofly