I am using Arc pro 3.1 to export a table from a hosted feature layer (which I am the owner for) from ArcGIS Online. Every time I export the data as a table, a shapefile or a gdb several columns are lost including one that is essential to my analysis called Util_ID (data type is text).
This was a known issue fixed in a later release of ArcGIS Pro:
Can you update to 3.1.1 or later and see if the issue persists? Otherwise use the feature class to feature class tool to export.
or examine your process in light of
Solved: Exporting a Hosted Feature Layer to Shapefile - Esri Community
if you are right-clicking to export, try the alternate approach