Do anyone has problem to export files from payroll to QuickBooks desktop?

I appreciate you for reaching out to the Community, @gena3321-hotmail.

I want to ensure your issue about saving your transactions is taken care of. However, I have to ask for some details about this. This way, I can provide the best solution.

Do you mean you want to move your transactions from QuickBooks Online Payroll to QuickBooks Desktop? Also, could you please provide us with additional information on what you mean by files? 

Lastly, have you noticed any differences in the setup between the exported files and those that aren't? 

I'd appreciate it if you could provide more details about your concern. I'll keep an eye on your response. Keep safe!