Hello Sherazad!
You can absolutely do that. Here are the steps:
- In the SharePoint list in question, select 'view' (top right) and then from the drop-down choose the view that filters the data you want. Then apply it.
- In Modern experience, look for the export button in the toolbar and select 'Export to Excel'.
- You will have a .iqy file that downloads. Open it IN Excel and it will ONLY show the data visible in the view you chose.
- Then, in Excel, click 'Save As' and save it as a .xlsx.
Please take the time to accept the answer so others are able to use the solution in the future :)