To export the Expenses and Payments from a single Event, go the Event Budget tab in the Event, select Payment or Expense View and then click the three dot menu to download CSV.

To export Budget reporting from multiple Events: Reporting > Budgets. You can display information by Team, Group and use the Filters to specify. Then use the three dot menu to download.

Click the three dots at the top-right corner of the Budgets table, then "Download current view (CSV)" which includes the currently applied Filters and Group Bys.

You can optionally include Expenses and Payments, along with Event totals (Planned, Actual & Paid).