Dear,
Each report in Lansweeper is exportable. Both in the on-prem application or in the Cloud application (Lansweeper Sites).
To which one are you referring? Lansweeper Sites shown the risk insight, while the on-prem version does not.
In both situations, a custom report may be required.
Looking at Lansweeper Sites, it might be easier to focus on the vulnerabilities directly and export the list of assets per vulnerability. This is available by default in the application. But you can also customize most views.