So looks like you've got the export request correct, but there's an issue exporting that specific ruleId. There's a few things to check out and some other options as well.
Things to verify:
Is this the correct space? There is no space in the URL, so this request will only try to export rules from the default space.
Is this a custom rule or prebuilt Elastic rule? Only custom rules are exportable at the moment, so you would need to duplicate the prebuilt rule for it to be exportable
Double-check you're using the correct rule_id of the rule and not id
Can you try this same request without the objects payload and see if all rules are exported?
What stack version are you on?
Additional options:
Depending on your version, as of I believe 8.2 there's a bulk export API you could try that might a bit more ergonomic. You can see this being called when exporting via the UI:
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