Not sure if you found an answer to this 2019 post but I recently had this issue in pro and I found where to change it from "All rows" to just export the "selected rows" i wanted in a pdf report.
When you have the report open, Right Click on Report in the contents pane, Click on Properties, Click on Source, and then click on the drop down arrow next to 'Rows' and select the "Filter by expression" instead of 'All rows', Click OK and it should now only export the selected records in a pdf report for you.
Note: I did not build a specific expression when in the report properties, I only changed the drop down from 'All rows' to 'Filter by expression' and selected only the records I wanted in the report and exported it.
See attachments for reference.
UPDATE: I found that even though I do the steps above that it does not keep my changes. When initially creating a new report this option must be changed upon creation in order for it to be used in my steps above. See attachment called "CreateReport_FilterByExpression_dropdown.jpg" for this option when creating the report from scratch.