Hello Balázs,
if that warning is displayed, it means that, either accidentally or by default, a setting or function that requires a database is present in the project.
By disabling it, it will be possible to export without specifying database parameters.
The functions that require a database to work are:

- Dynamic Content object
- E-mail Form and Comments and Ratings object when using the option to send/save to database
- Automatic registration for users (Step 1 - Settings ---> Access Management)
- WebSite X5 Analytics (Step 1 - Settings ---> Statistics and SEO)
- Orders using the "Send to database" mode (Step 1 - Settings ---> E-commerce Cart)
- Comments for blog articles or products (Step 3 - Sitemap ---> Blog Article or Product Page)
- Push notifications (Step 1 - Settings ---> Website Management)

I recommend checking which are active, and turning them off.