The problem is that exporting all files and documents isn't common user functionality. It's generally an admin task. And for users where this is common you can map everything to a local folder, in which case you just use Windows Explorer drag drop, just like any other folder. For admins, command line tools are their standard UI.
As you even say yourself, for a task you might do once ever, why would you add a button to clutter the UI? That's like Apple adding a button to the iPhone to indicate that you'd like to terminate service with your carrier. Just wouldn't make any UI sense.
As you even say yourself, for a task you might do once ever, why would you add a button to clutter the UI? That's like Apple adding a button to the iPhone to indicate that you'd like to terminate service with your carrier. Just wouldn't make any UI sense.