When you try to export for example Templates located on page 1 and 2. You check first one which is located on page 1 then go to 2 and check second template and then you try to export it. Zabbix Export only the Template on last page (last active), in this example it would be Tamplate located on page 2 (it depends on page which you are on, if both templates ar checked no matter in what order it exports only templates from last active page).

Export of template Preview looks like this:
http://i49.tinypic.com/25q4yg9.jpg

In this case Template: Template_Microsoft_SQLServer_2005 was on the first page and no data for it is exported. Template_Tomcat was on second page and all items are exported successfully.