How to use smartphone to export all iPhone contacts with iCloud?

Do I need 3rd party App or Computer to export iPhone contacts as VCFs
My iPad Mini 6 showed download option but unlike 3rd party App, there is no VCF file in any folder I can find.

Instead of “Save To File option”, after I have done 4900 Contacts Selected and selected Share, insert of “Save To File option”, I am asked if
① This website is trying to download a contact card. Do you want to allow this?
② first contact opened with no other option than Create New Contact, Add to Existing Contact, Update Contact “first person”.