The ExportTo documentation is for downloading the file on the server side; in the wwwroot virtual directory.
It was working on the local solution since the current directory of the app was inside the user---me drive already C:\Users\username\source\repos\app\...
Once its deployed, the server doesn't have access to the users hard drive
"Access to the path 'c:\temp' is denied."
Since I was strictly following the documentation provided here Export Power BI embedded analytics reports API - Power BI | Microsoft Docs, I forgot to check the logic and confirm.
It was a mistake on my part, as to have access to the client-side directory and functionality, the file needs to be manipulated on the client-side not the server-side.
So I had to write code to send the export content as a Blob to then be downloaded on the client side by File-saver.
