Hello jdevyor,
It's not clear to me what view you were in and exactly what subset you were trying to export, so I will go on the following assumptions:
1- You were in Library>Alerts>Field Notices
2- You wanted to export the data for only certain notices but wanted to include the devices that were affected by these notices.
If this is accurate, you are correct in that because you can only see affected devices for a specific alert once you drill down on that alert, you can not export all the data in a single file, at least not from the Library section. I recommend you use the pre-defined Product Alerts report, can be found in the Actions>Schedule Task section. Click on the green + Schedule Task in the upper left corner. A drop-down window should appear. Select the Product Alerts report and follow the steps to either run the report "Now" or schedule a recurrence. This report will provide individual tabs for each alert type, by device, so there will not be a need to run multiple reports and merge them.
I hope this helps!
Nathalie