LOL, it is 2017 and Audacity still will not export 32 bit waves from “Apply Chain” to files.
There is “Export Wave” but even if the source WAV is 32 bit, Audacity downsamples to 16 bit before saving the output.
How is this useful exactly?
LOL. I remember when people were requesting this back in 2011 (and probably earlier).
Which Audacity have you got? This is a 32-floating mono WAV file from Audacity 2.1.3. INFO from the desktop.
Koz
No. You are not understanding. Please read below and strive to understand.
This is in the latest version of Audacity (2.1.3) on Windows.
This applies to the “Chain” commands:
In order to batch process a group of files and have it save each file after processing, you have to choose an “Export” command. There is only one “ExportWAV” option available, and on that option, there are no editable parameters:
When it actually exports, it only exports 16 bit WAVs, regardless if the wavs being processed are 16, 24, or 32 bit.
So, if your wavs you want to batch process are 24 or 32 bit, it is impossible to use Audacity for this if you want your wavs to stay 24 or 32 bit.
The option to configure ExportWAV parameters so that 24 or 32 bit can be preserved has been being requested since at least 2011, and there are always replies that it’s coming in a future version. Yet here we are in 2017 and still we have an Audacity that only supports 16 bit wavs for batch processing. 
Correct.
Not totally true. It is possible to keep export as 24-bit, but only as FLAC, and only if 24-bit was the last used setting for FLAC export. Nevertheless, this ‘may’ be a usable workaround if you need better than 16-bit in a Chain.
I’m sure that it will come in the future, when there’s a developer that has the time and inclination to develop it.
There are “many” features that we would like in Audacity, and there are many new features added to Audacity in every release, but Audacity is a community project, developed and supported by enthusiasts and made available for anyone to download and use, and it’s totally free. I presume that you are not volunteering to develop this feature?
I can’t code for squat. Otherwise of course I would help. 