Hello Tania,
Welcome to Atlassian Community!
Unfortunately, the built-in export functionality of Jira application does not have the option to export only the last comment of the issues returned by the filter.
Since we understand how useful this functionality would be, we created the following feature request to make it possible:
Display last comment in issue navigator column
Feel free to vote and watch the suggestion to increase its priority and also receive notifications about any updates.
As a workaround, you can use one of the apps listed in the feature request or instruct the users to copy the last comment to another text field when adding a new comment, like displayed in this video.
Let us know if you have any questions.
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