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As mentioned in the Discussion section, this support is already available via Save Results. The reason this option is not enabled by default is for better performance. If the data being returned will be exported to a type of spreadsheet, additional processing is required so the data can be exported to specific cells within the spreadsheet. Otherwise each row of data would be exported to a single cell. Marking this RFE as Delivered. We currently have no plans to provide support for exporting to additional types.
You can use the option "Save Results" to export the results as excel, CSV , Text and a few others formats already. So this request would be to add new formats like JSON, HTML and so on I guess
I can see at the attached screen shot you provided that the "Save Results" is greyed out. You have to enable this before you can use( I can not understand why this is not by default not enabled)
From the SQL prompt > "Option" > "Enable Save Results" and set it to "Always"
Attachment (Description): Use case of "export result set as..."