Seems that if I apply a rule to a large shape to generate thousands of objects, if I want to export a subarea of objects, there's no way I can select those objects in that shape. There is also only 1 object in the scene window.
I'm not entirely sure what your setup is, but I think you are starting with a single shape, which is the shape you see in the Scene Editor. Then, the rule creates many objects, and you would like to export only a subset of these objects. When you select an object, all objects are selected because they all are created from the same initial shape; they belong to the same model.
You could try to use a combination of Shapes -> Convert Models to Static Shapes and Shapes -> Separate Faces in order to get separate initial shapes for each object. However, then you probably need to apply a rule to each new initial shape in order to get your objects. I'm not sure if converting models to shapes will help or not, but there is no way to export just part of one shape.
Another thing you could try is to modify the rule to only generate a subset of your objects. Then you could export this subset.
Retrieving data ...