I believe you ran into this issue. This issue is somewhat fixed in Kibana 7.16.1, see Kibana 7.16.1 | Kibana Guide [7.16] | Elastic under Reporting.
In my opinion the CSV exports are still slow compared to pre 7.15, 100 MB taking ~20 min. Another issue with this is if you are you SAML authentication you will get an token expire because of this Reporting should work with token based authentication · Issue #71866 · elastic/kibana · GitHub. This can be mitigated by increasing xpack.security.authc.token.timeout: 1h from 20m defualt. However, it does not solve the issue. I am not sure if local system accounts are affected by authentication token.