When LINGO exports a model to either MPS of MPI format, it first substitutes out any fixed variables in the model.  The purpose is to export a model that exactly matches the one LINGO is solving internally.  In this instance, all the variables were found to be fixed in value, leaving no model to export.  You may disable fixed variable reduction with the LINGO | Options | Model Generator | Fixed Var Reduction option.  Keep in mind, however, that turning off variable reduction may result in a nonlinear model, which may not be represented in MPS format.