Hi vladcaz ,
sadly you cannot export the coverage report into csv or Excel files. This has been a growing pain for us as well.
What we did was to use the REST API to create our own coverage reports straight to csv using small Python scripts for different needs.
We're on the Server app. Check out the API docs here: https://support.smartbear.com/zephyr-scale-server/api-docs/v1/ (Have a look at the /testcase/search end point and in particular the "issueKeys IN (...)" query option.)
For the Cloud app, it does not seem to be quite as easy, because you don't have a comparable end point (https://support.smartbear.com/zephyr-scale-cloud/api-docs/). You would probably need to also use the Jira API in addition to the Zephyr Scale API and correlate the data.
Anyways, hope this helps. 🙂
Cheers
Josh