It is very rare to find something that actually cannot be done in Slicer. The question is mostly about how easy it is to do it, and if it makes sense to do it in Slicer.
Specifically, about how to exporting individual sequence items to DICOM files - it is certainly feasible, but it takes a few steps:
If you need to export a large number of volumes, then you can write a short Python script that performs these steps automatically.