Note that you can save a few steps (and have a few useful additional options) if you use “Export to files” section (instead of clicking on Create button, exporting to model, and using scene Save).
The example file contains an invalid coordinate system (determinant of voxel->physical transform is negative, i.e., left-handed coordinate system), therefore the generated STL file will be turned inside out. If that is a problem for you, either fix orientation of the input volume or reverse the model using Surface toolbox module’s auto-orient normals feature.