By design, exporting comments into Excel is not possible in OnDemand. That is most likely due to the varying amounts of data being copied into cells.
In any case, the recommended approach is to manually create a backup - you can then retrieve the data for safe keeping or it can be used to import into another JIRA instance for example.
This how-to doc should get you on the right path:
The role of IT professionals has become increasingly difficult over the last decade. Our organizations work in an increasingly software-powered world and IT professionals are expected to not...
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