I've never come across this especially when doing an "all fields" export. At first I thought that perhaps you were missing them in what is likely to be a long list of "Custom Field (FIELDNAME)" columns in excel.
Having done an export myself this morning it appears I've got the same issue however of not seeing Story Points.
A very brief google seems to suggest there are some historic issues in this area (some I have found were Server/Data Center related) however none seem particularly recent or open.
Not sure if this is a reoccurrence of those or something new, it does appear that there are a few periphery issues (such as Story points dropping off of unsaved filters).
I've not gone much further down the road than that as no one in our organisation is currently regularly exporting Jira issues to excel.
Unless you get a better answer here I'd suggest raising a support query.
**Update** - I've just tried an export from a saved filter and both "all fields" and "current fields" do have the custom field story points on them.
Perhaps try saving the filter if you haven't already?
1. Am I correct to assume that "Story Points" is a custom field?
If yes, then the field header in the exported spreadsheet is likely going to be
Custom field (Story Points)
2. When you conduct your Jira search (adv. jql/basic search; shouldn't matter), did you ensure the column you're looking for is "active"?
A "messy approach" is to export all columns/fields when attempting to export the data in a spreadsheet. But otherwise, "activating" the column in the search filter should suffice.
I am not sure why it wouldn't show for you, sorry.
But, I did a quick try and did both the "current field" and "all fields" CSV export and the story points field did appear, but was named "Custom field (Story Points)"
So maybe you missed it because of the name of the column heading?