Thanks! There is an export to WAV option for Pro users (accessible from the Loop menu top right of the code). The first 50 signups get a free Pro account, so you can access this now if you register ;)
Yeah there's quite a lot hidden behind the menus just to try to keep the interface uncluttered. Working on a full help section at the moment which will explain how everything works, and where everything is. That should hopefully make things clearer! Thanks for the feedback :)