This problem can arise if you try to export to a folder where you don't have appropriate permissions. For example, suppose you try to export to C:\windows\xyz.xml but you don't have permissions on the C:\windows folder. MainBoss will apparently perform the export operation. However, the data will actually be written into \Users\loginname\AppData\Local\VirtualStore\Windows\xyz.xml.
You can avoid this kind of problem by making sure to export XML data to a folder where you have appropriate permissions.