Export data to Excel from Embed code link

Hi there

That is using Publish to Web and as part of using Publish to Web one of the limitations are that you cannot export the data.

https://docs.microsoft.com/en-us/power-bi/service-publish-to-web
Limitations
Publish to web is supported for the vast majority of data sources and reports in the Power BI service, however, the following are not currently supported or available with Publish to web:

Reports using row level security.
Reports using any Live Connection data source, including Analysis Services Tabular hosted on-premises, Analysis Services Multidimensional, and Azure Analysis Services.
Reports shared to you directly or through an organizational content pack.
Reports in a group in which you are not an edit member.
"R" Visuals are not currently supported in Publish to web reports.
Exporting Data from visuals in a report, which has been published to the web
ArcGIS Maps for Power BI visuals
Reports containing report-level DAX measures
Single sign-on data query models
Secure confidential or proprietary information
The automatic authentication capability provided with the Embed option doesn't work with the Power BI JavaScript API. For the Power BI JavaScript API, use the user owns data approach to embedding. Learn more about user owns data.