I believe that is because data for bear model came from internet whereas data for most most nbs is from /data folder inside storage which is read-only.
You can pass the path parameter to the Learner constructor. Or if you are using a factory method like cnn_learner() you can pass it there as well. Then the export function takes an fname parameter (export.pkl by default) and path/fname is the location it tries to save at.
As for working only on some models you have to give us more details than that. What models don’t work? What error are you getting?