Hey, sorry for the late reply. You didn't miss anything - in fact, it was *me* that missed the thing haha.
This line near the top tells the script what URLs to activate on:
// @match https://itch.io/c/*
Great for collections, but apparently the "my purchases" section doesn't use a URL that follows the pattern.
I've added an additional @match line to the code, if you hop over to the gist and click the "raw" button, it should give you the option to update. I tested on my "my-purchases" and it worked okay. I think if you scroll the list too quickly, it might not load all the data in properly. When you get to the bottom, I think if you scroll all the way up, and then scroll all the way down again before exporting, it should fix things up.
If you find any other errors, let me know so I can patch it up more. Thanks for letting me know about this short-coming :)