I debugged some more.

It is the pinentry-curses, which is needed to reproduce the problem.
Using tab and Return to navigate the dialog.
After pressing ok, the password question dialog reappears. I tried 20 times to press ok, every time the password question dialog reappeared.
If I press cancel, the process aborts. So I'm sure, I hit the right button.

And yes: If I install pinentry-gtk2 and follow the steps, it works as excepted.

Perhaps I explain the steps, I'm doing.
I'm on a minimal debian buster instance.

1. gpg2 --full-gen-key
2. Insert stuff.
3. See Dialog:

Real name: Test1 Tester
Email address: test1@example.com
Comment: no pw
You selected this USER-ID:

"Test1 Tester (no pw) <test1@example.com>"

Screenshot shows the small textfield.

(The height of the passphrase textfield is too small)

tested with gnupg 2.0.18 and pinentry 0.8.0 pinentry-qt4 starts in background
tested with gnupg 2.0.18 and pinentry 0.8.1: pinentry-qt4 starts in foreground
as excepted.

Could be a gpg-agent problem.
If I don't start a gpg-agent and run the export, it will work.
If I start a gpg-agent before, it won't work and pinentry will run amok.

gpgsm 2.0.10-0kk1

tested with gpgconf 2.0.8