There is a limit when exporting records from Marketo, and it's a file size limit. You are only able to export a certain amount of data.
The amount of data being exported is dependent on how many visible fields are represented in the List Columns (controlled by the View), and of course how many records are in the list.
If you try to export 10K records with 5 field columns in the list view, this would be less data to export than if you tried exporting 10K records with 50 field columns in the list view.
If the list of leads is too large to export in one go, you'll have to break down into multiple smaller lists. You can create smart lists to export, and these smart lists could be separated with First Name 'starts with' "a" and export that list. Then make another smart, First Name 'starts with' "b" and export that list. Etc. You could do this 26 times, or you could try doing two letters at a time, First Name 'starts with' A or B, and export that list. But it really depends on the total number of records and visible columns in the View.
That's just one option, but you can apply the same principle with another attribute of your choice.
Another way to export a large quantity of leads would be with the API. Marketo Services can also export leads, but this would have an associated cost. If you would be interested in this, please contact your account representative.