When you try to export a report containing a large quantity of records ClickMeter will process your request just for the first 500,000 records it will find in your selection. It means that ClickMeter will export all the elements you see in the table you want to export, in the same order you see them and starting from the first one. The resulting file (when the status is "Ready") will not contain any other records over that limit. This constraint allows ClickMeter to deliver you a more efficient export service in terms of: time to wait for the file to be ready, file size, CSV files management.
If you need to export more than 500,000 elements then you need to apply filters to your report and then execute multiple exports. The easiest way is to filter by time-frame, it means you first export data for a period and then from the other periods. Each period should contain less than 500,000 records.