I do the following:
Record about a minute of mono sound.
Normalize that recorded sound.
Go to “Export Audio”.
… and I get the locked-up screen that I’ll paste here in a screenshot.
I’m running Audacity 2.1.2 on OS X 10.11.3. I downloaded Audacity from the website.

Record about a minute of mono sound.
From what? USB microphone?
What kind of machine? Are you trying to export to an external or network drive?
Did you actually install Audacity? Use the installer and drag the Audacity Icon to the Applications Icon? I think it’s still possible to run Audacity from inside the downloaded DMG file and all kinds of odd things happen when you do that. Audacity and the Mac don’t “know” about each other.
Koz