Can you Export the Device State in Panorama?
No, there is no option for "Export Device State" in Panorama, as that option is only available on the firewall WebGUI.
If the device has shared policies pushed from the Panorama, these policies will not be included on the device running configuration file and will be included in the 'device state' file.
For more information on how to use the device state please see:
How to Export The Device State Using XML API
Back Up Configuration and Device State from the CLI