Peter,
thank you for your suggestion. As far as I understand you tried to export alignment to sequence format using Export->Expoert alignment to sequence format. This will create a file with multiple sequences in it, but not an alignment file.
To create another alignment file try to open the context menu of the Document and select "Export Document".
This is not obvious, so, we are going to add(
https://ugene.unipro.ru/tracker/browse/UGENE-1520) this option into "Export" menu you opened at the first place.