The short-url link to a user export on the user admin page does not work when running in a subfolder setup, it returns a “Oops! That page doesn’t exist or is private” page.
The link does work from within the PM that is sent.
When pressing F5 on the “Not found” page, or when right-clicking the link, the file downloads as well, so this looks like an Ember routing issue.
Quick (and, I guess, dirty) fix: add target="_blank"