Art Library or Materials Library? I’m wondering if this is just a workflow hiccup.
I walked through your three step process and I’m not following.
File - Save as: Saves a LightBurn file. (.lbrn or .lbrn2)
File - Export: Exports a vector graphics file like some of the art files you find online. (.ai, .dxf or .svg)
If you are Exporting vector files into a file-folder and attempting to open a LightBurn file from this location the vector file will be hidden.