This is controlled by the menu option CorePortal - Insight Hide Export Report Data. When this menu option is enabled on a menu profile, a user with this menu profile will not see the 'Export Data' option when viewing or editing an Insight report.
To enable or disable this, follow the steps below:
In Security Dashboard, click on the Menu Profiles tab.
Enter name of relevant menu profile and search.
Click on the three-dot ellipsis then select Manage Menu Options on this menu profile.
Enter CorePortal - Insight Hide Export Report Data in search bar.
You should see Menu Option = CorePortal - Insight Hide Export Report Data and Menu ID = MAIN_MENU.ANALYTICS_EXPORT_REPORT_DATA
To have the 'Export Data' option available in Insight ensure this menu item has its Active toggle switched off. If you wish to hide the 'Export Report Data' option in Insight ensure this menu item has its Active toggle switched on.