Do you save a pxo file, or export an image? As in, do you go to File > Save (Ctrl + S), or File > Export (Ctrl + E)? The difference between saving and exporting is better explained here: https://www.oramainteractive.com/Pixelorama-Docs/user_manual/save_and_export
If you are exporting, what type of image are you exporting? Multiple png images, a gif, a spritesheet or something else? If you can save pxo files without issue, an idea for a workaround would be to import these pxo files into the browser version and export the images from there, and they will be downloaded.
We need to have exact steps to reproduce the issue in order to help you, since the error itself does not give much information. Knowing some details about your device, such as your operating system, might be helpful as well.