It seems for some reason that animations from the Infiltrator demo, do not export when export is selected from the content browser.
However if export is selected from persona the animation will be exported out correctly.
I haven't been able to repro this on other assets e.g. QAGame Anims, there is probably something special occurring with these assets inside infiltrator.
There's no existing public thread on this issue, so head over to AnswerHub just mention UE-39640 in the post.