I want to export my mail to a PST but File > Open & Export > Import/Export is not there. My Outlook looks different since last month.

You are most likely in the new Outlook for Windows. It does not have the Import/Export wizard or PST export. You can tell because the menu has no File tab.

Switch back to the classic version. In the top right corner turn off the toggle "Try the new Outlook" (or choose Go to classic Outlook). Classic Outlook restarts and shows the File menu with Open & Export > Import/Export.

Microsoft keeps adding features to the new app, so check its current help page, but for a PST export today classic Outlook is what you need.

That was it. I flipped the toggle and the Import/Export wizard is there.