I'm having the same issue. I'm trying to export the contact list and then purge duplicates. When you open up "See all Contacts", There is an "Export" option. I clicked on it, but I don't see where it is export to. I thought it would be excel, but not finding it.
We're glad you found your export on the Activity page! Please let us know if there's anything else we can assist you with.
Thanks for asking about this and we're sorry for any confusion with the process of exporting contacts from your account. After clicking Export Contacts you'll then click Activity:
Then you can select either Download CSV or Download Excel to save the file to your computer: