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Pages and Blog posts are different in some aspects. Even if it looks the same because of the editor and also shares the same space, pages have the page tree and can be organized hierarchically and blog posts are ordered chronologically.
You can find more details on the documentation below:
With that said, currently, it's not possible to export all blog posts. There is a feature request suggesting the implementation of this ability:
Please, click on vote and watch to receive updates about the feature.
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