How can I export all my events from iCloud Calendars?

I want to export all my event from iCloud calendars which are in sync with eM Client.

I select menu File -> Export -> Export events to .ics files -> Select all my iCloud calendars -> Export all events into single file -> Press Finish.

Actual result: no file created.
Message box shows following message:
“The export was completed.
Complete 0/0”

What is wrong with it?
My calendars contains events, they are not empty.

Thanks,
Sergiy

Hello,

can I ask what version do you use?
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regards
Jan