Scopus has recently changed the way it handles exports for citation managers such as EndNote, Zotero and Mendeley.
Instead of immediately producing a file to export, it "fetches the data" or "exports" the file "in the background".
This means that, after exporting the records, you have to go to the Exports section of Scopus to download the files for EndNote (etc.).
You can get to the Exports dashboard by clicking on "Track Status" in the pop up:
Or, go to the drop down menu under your profile icon (your initials) to find your Exports dashboard there:
