Can you please let me know what version of Auth0 Deploy CLI are you attempting the export on? If you are not on the latest version ( v. 8.18), I recommend upgrading and then trying the export one more time.
Please look over the scopes of your M2M application one more time, in case there has been any change to the scopes that might be causing this issue.
Additionally, it might also be worth using AUTH0_EXCLUDED_CONNECTIONS to export everything else and see if it works that way as a workaround. More information can be found in the following: