[bug] az iot hub state export fails while saving exported data to the file

**Describe the bug**
We executed the following command:
` az iot hub state export --hub-name IotHubName --state-file ./IotHubName -state.json`

The whole process took more than 3 hours, and +or- 53K devices got exported.
Once all of them were exported, a python exception was thrown while saving the state to the file.
All the exported data was lost.

**Expected behavior**
Exported data is saved.

**Screenshots**

Start by reproducing the `az iot hub state export` command with a state file and inspect the export command's save-to-file path, using the reported Python exception as the failure point. Done means the complete device state is written successfully after a long export, without losing the exported data.

Written by the indexing model from the issue text.