I guess you have tried one of the non-Omnifocus file formats. Then only the tasks shown in the active window will be exported. I suppose this is for sharing a project or a some selected tasks in a format that can be viewed by people not having access to an Omnifocus application. If you choose an Omnifocus file format for your export, your complete Omnifocus database will be exported and could be used for purposes such as those @Nick have listed.
Backup Document (OmniFocus) — This export option creates a file in a format (.ofocus-backup) that is essentially the same as the standard OmniFocus database format, with one key difference.
Unlike a standard OmniFocus database file, when you open a backup in OmniFocus, the option to Revert to This Backup appears in a notice bar beneath the toolbar. Click this button to replace your local default database with the database contained in the backup.
Nothing is mentioned there about the other alternatives exporting only the tasks shown in the active window, though, so I wonder if that limitation is unintentional.