I can export gbXML manually to any location (local or network). You are correct I can export to local folder, then just copy the file later. (I was mostly worried users would be confused at why the gbXML wasn't showing up when they select a network location to export to, not a huge issue though).
I think it has something to do with the path type. ( The "\\" vs. a drive letter). When I hardcoded in a network location as a mapped drive (z:\folder) it exported fine, but when I used the server name (\\server\folder) it did not export.