It says "Connect to the internet to export this book."

While the studio is inside its money-back guarantee (the first 14 days after buying it, up to the 6th book), each new book is registered with your account when you export it. Connect to the internet and click Export again. Exporting a book again that was already registered works offline, and once the guarantee is over every export works offline too. Making and editing books never needs the internet (only AI pages need your image engine).