Same for us. Getting reporting is great, but we are a large tenant with a high mail volume. Not being able to export the selected timeframe without first loading everything to the screen (which I have not even managed to do for a single day, much less 30 or 90 days) actually offers little value and we might as well not have this report at all.
If you're able to add an "Export All" option (as opposed to "Export Loaded", like the message trace offers), please don't cap it at 20,000 records (like the message trace export does). 20,000 records don't even give me one day's worth of data especially since I cannot exclude the NDRs and journaling emails sent from email address removed for privacy reasons.