If you:
1. click export > export sprite sheet
2. click the "Sprite" tab in the "Export Sprite Sheet" window that pops up
3. In the "Frames" drop-down menu, you can then select the tag according to what you want to have; i.e. selecting Tag: Run from the drop-down menu will select the sprites tagged as "Run."
4. Click the "Output" tab
5. Click the box next to "Output" File
6. If you want to specify where the file is stored and the name of this sprite sheet
7. Click "Export" and you're done!
I had to do this process for use in Godot and it made it much simpler!