is there an option in Azure to export an existing collection from DocumentDB?
I could only seen an Import option.
There is no built-in export option in the database service itself. However, the DocumentDB Data Migration Tool, published by the DocumentDB team, is available and provides both import and export capabilities (export is to JSON). Everything is documented on the DocumentDB area of the Azure site, specifically here.
This isn't your only option, as you can write your own export app based on one of the existing language SDKs or direct REST API calls.
There may be other tools available, but getting into a which is the best tool for this discussion is off-topic. I'm only pointing out the Data Migration tool because the DocumentDB team provides it, along with official documentation.