Here is another trick played by Microsoft on us! first they change the cmdlet from export-mailbox to New-mailboxexportrequest which applies to the import-mailbox cmdlet too and then even if you are a part of the Organisation Management role group and when you try and run the "New-MailboxExportRequest" its comes back with an error!
So it turns out you have to grant this particular permission seperately through the shell!
New-ManagementRoleAssignment -Role "Mailbox Import Export" -User <user name>
Then you can double check by running
Get-ManagementRoleAssignment -Role "Mailbox Import Export" | ft Identity
Hope this helps!