QuickBooks Online does not export to QuickBooks for Macintosh directly. (See related article Export limitations for export limitations).
To make the transition from QBO to Mac, you will need to export to the QuickBooks for Windows version first, then convert to QuickBooks for Mac. The Windows desktop version of QuickBooks software has to be the same year or older than your Mac version. For example, to export to Pro for Mac 2010, you'd need to have Pro 2010 for Windows, or older. If you have access to a Windows desktop version of QuickBooks software that is the same year or older than your Mac version, please refer to Visual guide to export for the process.
If you don't have access to a Windows desktop version that is the same year or older than your Mac version, consider asking your accountant if he or she has a copy you can use. Otherwise contact QuickBooks Online Customer Care for other options.