@pdonias There was indeed a setting to force it to prompt the 'Save As'.
And it asked me where to save export..xva, I was able to select a network drive and click 'Save' and it did save to that location (I had to do it twice for some reason, bug in Edge I presume, but it ignored the request to save there the first time; I then repeated this with a different guest and it did the same).

The XO-lite's export method via the browser is slightly better than the full Xen Orchestra's export though; on the full XO, telling it to export which gives you a short life URL to copy and paste into a new tab, just then save to the target location feels very clunky.
And both web approaches aren't as logical as the simplicity of XCP-ng Center's 'Browse', select a target folder and that's it; pros and cons of native app vs browser UI limitations I guess.

Looking forward to seeing how all 3 products continue to evolve