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Start up a new CK2 game as anyone, completely unmodded. As soon as you are in the game, hit ESC then the Export button. Does it work then?
 
I can only guess you have a bad installation then.
Please do a full **clean** re-install:

- move any valued save games elsewhere
- "uninstall" in Steam-CK2
- manually delete both the Steam/SteamApps/common/CK2 AND Documents/Paradox/CK2 folders
- re-install game in Steam, run a Steam Verify when done.
- add ck2game.exe to the exceptions list/whitelist of your antivirus app
- start the game with no mods active and test in the same was as above

In particular make sure there are no files or folders left under either the Steam CK2 or Documents CK2 locations, before installing again.