can you export with audio in without recording audio first?

most likely not possible, but I would like to send midi to external gear connected to audio in,
and export this without recording an audio track in the mpc first.

(the reason is, it would be agreat workflow for me and also keep file size small)

If you haven't recorded, then you don't have a file to export.

If your MPC (or interface) has more than one output, you could send the audio through that to your Computer and record it in the computer.