Hi,
The "Export MASSIF Data (HDF5)" filter DOES export an .hdf5 file. As a note, the .dream3d and .hdf5 extensions are identical (i.e., the .dream3d file format is the exact same as the .hdf5). In other words, the filter is working properly, but the extension of the file name is different than you expect. Please check to make sure the file contains the data that you expect.
Best regards,
Kris