We have the same issue with MEG 7.5.x and have 8 appliances....
We open an SR with Mcafee and got told we needed to open a PER (product enhanced request)...so we did, but this doesn`t make any sense..it is more a flaw then a PER..as our only workaround now is to go on each appliances and use their export feature and combine the reports....waste of time...
Please open an SR, if more people do may be Mcafee will listen and provide what should be the basic of consolidated reporting!
I am assuming you are using Content Security Reporter to get the information from the MEGs to EPO? If so you can always create a query using the CSR as the database type and from there a report as a work around since there isn't a direct export function from the message search. Below I have included steps and a screenshot of what it would look like.
1. Query, new query
2. Database CSR, Result type: Detailed Email Delivery
3. Display Results as: Table, Sort by: Date and Time, Value Ascending
4. Columns: Date and Time, Traffic Direction, Subject, Sender, Recipients, Bytes. (whatever you want)
5. Filter: Whatever you want
6: Run or Save.
Note: I did not include email results in the screen shots on purpose. As long as your query is configured correctly you should get search results.