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:
Hi all! My name is Miles and I work on the Marketplace team. We’re looking for better ways to recommend and suggest apps that are truly crowd favorites, so of course we wanted to poll the Community. ...
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