Multi-Map exported dosen't export EXR

[system]

It seems like my struggle with displacement map exports from ZBrush will go on for eternity. I am not sure where I am going wrong, no matter what setting I choose I get .tiff outputs and not exr. I have attached a screenshot of my settings

Please guide.

Attachments

[zber2]

See post #2 by marcus_civis

Also see Accurate Displacement Workflow

[system]

I did follow Akin’s methods but even that doesn’t seem to work somehow. I tried initializing ZBrush to reset all settings, but that didn’t help either.
So finally I exported my mesh to Mudbox and generated the map.