Hi Vossie75, for 9000 Products with all export columns selected the answer is alot of memory. Please see the Limit Volume and Volume Offset options under Export Options on the Export screen for generating smaller exports which you can then splice together in Excel or your preferred spreadsheet editor.
Setting the Limit Volume field to 1000 and Volume Offset to 0 for the first export will export the first 1000 Products. Changing the Volume Offset to 1000 and exporting again will export the next 1000 Products and so on incrementally adjusting the Volume Offset field. We are applying memory optimisation changes in every release but the issue of exporting such a large dataset will not likely get around limited memory allocations to WordPress.