First time seeing this error message.
After downloading and unzipping the zip file, the MISSING.txt report shows this:
The following files failed to download during site export. Please check them in the designer assets view (images) or dashboard (fonts). images/596f49ca8a8e2b47577fd4cb_mrtok-p-500.png images/596f49ca8a8e2b47577fd4cb_mrtok.png images/Screenshot_2017-09-22_200928.png images/Screenshot_2017-09-22_200937.png images/mrtnotok.png images/mrtok.png images/mrtok32.png images/mrtok_1.png
I looked into the images folder and there were no images in the folder.
All the images have been included on a page here so they should have been exported