So I see how you have to start at the Purchases page and can scroll down to get a list to export.
What about bundles? I picked one of my purchased bundles and scrolled through 22 pages = no grey button anywhere.
Viewing post in Export collections to CSV comments
It's the same for bundles. It was the "Racial Justice and Equality" bundle that dove me to make this thing in the first place. You should find the button once you reach the true bottom of the page. It might not hurt to scroll all the way up (with the scroll bar) and then all the way back down to the bottom (with the scroll bar) again just to make sure it's all loaded in and ready to export.
I had to make it with the button at the bottom to make sure that the full collection was loaded. Because it uses "lazy loading" to pull in the contents, anything that hasn't been pulled through to the browser won't be exported in the CSV.
If Itch ever offers this feature natively, they'd have the back-end access to actually export them without having to load the full set into memory first.