Look at Audacity > Preferences: Libraries. If it says LAME 3.98.2 then the problem is something else. Quite possibly you did not follow https://forum.audacityteam.org/t/installation-do-not-run-audacity-from-the-dmg/31711/1 and you are running Audacity from the DMG. If so, Audacity will be trying to export to the DMG which it cannot.
Try changing the export directory to somewhere Audacity can write to, like your own Desktop. Also if you are using Export Multiple, don’t put forward slashes (/) in the file name.
Gale