While there is no "Export Device State" option available on the WebGUI of the Panorama, please reference the following article for more details on how to export the device state using the Command Line option: How to Export Device State of Managed Firewalls from Panorama.
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.
See Also
For more information on how to use the device state please see: