ISE doesn't have a concept of a running-config as far as the entire system's config is concerned. It's a monolithic application where the config is all over the place. You can export your Policy Sets as XML, but it's pretty useless, because you can't import them afterwards. ISE is a GUI driven application and all config is done via clicking around. Having said that, you can configure ISE via the REST API if you're that way inclined.
The ISE ADE-OS (aka "CLI") has a show running config because ADE-OS was designed to have the IOS-style look and feel. But ADE-OS mostly only gets used to configure the networking - and once you're done you normally don't do much else on the CLI.
