This is what you should see. I have the free account and the option is there.
Otherwise it may be due to the type of account you might have. This is what is mentionned on LastPass's support page:
Restriction:If you have aLastPass TeamsorLastPass Businessaccount, the ability to perform these actions may be limited or prohibited due to policies enabled by yourLastPassadmin.
Regards.
On the lefhand side of your LastPass main screen, scroll down to Advanced Options, under Manage my vault you will see the Export option.