Files aren't saving on Mac. I simply open the program, playback the default particle, that works. Go to the render tab, hit render, that works. Then I click EXPORT, and select Desktop (I've tried other folders), and the file (.png export) doesn't appear anywhere. Am I missing a step?

Same issue...

Happening on Windows 10 for me as well. Projects also aren't being saved.
Edit: For some reason it works if I save/export outside of the PixelFX directory. I have no idea what was causing that, but at least it works.