The Reward Data Export is a quick way to see which guests have specific Rewards, Redeemables, Points, or Currency. You may want to narrow the export down by filtering for certain locations but because the Reward Data Export is specifically focusing on Guest Rewards, Redeemable, Points, or Currency the export can not be filtered by location.
If you'd like this feature available within the platform in the future reach out to your CSM to request Product Feedback be submitted to the Engineering Team.