If you export a PDF to a OneDrive folder, Office (especially Word) will instead create this file onto OneDrive itself (not local).
Its a 50/50 chance that your local OneDrive will sync it properly especially if you're in a fast workflow (e.g., preparing for a meeting soon with minor amendments) or you wait for several minutes for it to sync or you logon to OneDrive web to get manually download the file.
You pretty much have to export to a non-OneDrive synced folder for PDF export to work on local reliably.