Yes, you can export out more than tag group at a time, please find some instructions on this below:

How to export out more than one tag group?

1. Go to the Contacts icon as shown below:

2. Search for the Tags  you wish to export by clicking on the Tag search label icon as shown below:

3. This will pop up a Select Tags window:

4. Select the first tag you wish to export by clicking on the tag name. 

5. The tag selection you have made will then be shown as contacts with this tag will be displayed as shown below in the search results:

6. To select another tag group click once more on the Tag search label icon and select another tag group from the Select Tags window:

7. The second tag you have chosen will be shown in the search results as shown below:

8. If you want to select more tags just repeat the same process as above.

9. When all your tags have been selected change the view of your contacts to List view if not already in this view:

10. Then select all contacts by clicking on the Select First 50|100 option as shown below in red (top left)

11. This places a check against each of your contacts in your tag groups.

12. Now click on the Export button as shown above in red. 

13. Leave the default Windows 1252 option selected and click on Export.   Only use the UTF-8 option is your data contains foreign characters.

14. Your tag groups of contacts will then be downloaded into an Excel CSV. file