During a large STL Export, the STL Mesh Options screen stays visible and takes over the screen until completed. Expect that the screen will disappear when OK is clicked so you can to other things while you wait.
I’m sure the dialog is modal to ensure you don’t go changing the Rhino document while the export is in progress. You should be able to use other apps in the meantime just fine, though.
Unfortunately, you cannot do anything but stare at that dialog box.