As an exception to most grids where users can click to download the data in CSV, the history grid does not currently have that option. At this time, the process to export the history of an individual card is a bit manual.
The history record of all project cards can be generated quickly and easily. Once exported, the data can then be filtered by card. For instructions on this option, see this article: Generate Card History Export.
To access card history, navigate to the card list, and click the history icon.
Instead of a download button, click CTRL-A. OR you can manually highlight all information on the screen (left click/hold and drag your mouse over the information), then right click to select "copy".
Open Excel and paste special ("Keep Source Formatting") into a new sheet.