Chart with export data feature

You could try power automate. You could define the fields you want to export and then setup a flow. This will create a button on your dashboard which you can edit to read "export to csv" or something, and place it near the visual you want people to intuitively use it with. 

When clicked, the button will export the underlying data table matching the selections that are appearing on the visual.

You just need to be careful when defining which fields to export and make sure they are the fields that get filtered / sliced and diced by the visual you wish to use the button with. Hope this helps but if you need more details / walkthrough please let me know.