Actually there is, but it’s not “export audio as MIDI”, it’s “Export Note track” as MIDI. (File Menu - Audacity Manual)
Audacity can’t convert audio into MIDI, but if you have a “Note track” (Note Tracks - Audacity Manual) in the Audacity project then you can export it as either a .mid or .gro file.
As Audacity cannot record MIDI, the only way to get a Note track in an Audacity project, is to import a MIDI file or an Alegro (.gro) file (File Menu - Audacity Manual)