Hi Mike,
To create a mailbox export request for the Exchange Management Console (EMC) is unavailable. We can use this with Exchange Management Shell for on-premises Exchange server only. Though, you can refer to the article for cmdlets for same: http://technet.microsoft.com/en-us/library/ff607299.aspx.
Moreover, you can have a look for Exchange Online cmdlets to wide your circumstances of constraints for Exchange Online cmdlets : http://help.outlook.com/en-us/140/dd575549.aspx
Thanks,
Pratik Pandya