If it helps anyone, seems to be an issue with Direct Export on Mac. I just encountered the same issue on macOS 10.10 Yosemite, EndNote X9.1. Until further notice, we have chosen to use the File -> Import menu to insert the references. You then need to choose a filter, in my case “Reference Manager (RIS)” worked fine, in other cases you may use the “EndNote Import”, YMMV. Not sure about the other filters, there is a ton of them.
Another workaround is to import the references to EndNote Online, and sync the library.