In some cases, it may appear that a policy group cannot be exported, and the small selection icon to the right of the EDIT button may be missing. i.e:

This happens if the policy group contains any policies that were created with a policy template group prior to the 1.5 release. In these cases, it is necessary to remove the affected policy(s) and recreate them. Once all policies in a group are 1.5 or later, it should become possible for export.