The EXPORT functionality is there to transport data and structure information - not processing results.
Depending on your needs and the number of result rows you need to export, you can use the save to file functionality from the SAP HANA studio result view. Since SAP HANA studio limits to total number of records returned, this might not be a working solution in all cases.
Alternatively, you can simply execute the query in HDBSQL and save the output to a file. There will be some editing required but it might work.
Of course you could use any other JDBC client to execute the query and save the result. Personally I like http://squirrel-sql.sourceforge.net/ for all things JDBC, but you go wild on your fav. search engine.
A last approach would be to store the result in a table first and export this table then.
Concerning your "threads 10" command argument: you do know that this means the export would process up to ten objects in parallel and not a 10x speedup of a single large table, right?
- Lars