I had a look at a difference between the code from 2.1 and master. It appears that make_upload_directory() has been switched for make_temp_directory(). Changing it back solves the problem, but I'm sure that there is probably some reason that I'm not aware of that this line of code has been changed.

line 3145 of /mod/data/lib.php

$exportsubdir = "temp/mod_data/presetexport/$presetname";

make_upload_directory($exportsubdir);

1) Add a database module
2) Create some fields and add one or two records.
3) Click on the Templates tab and click Save Template at the bottom of the page. (No need to alter the template)
4) Click on the Presets tab. Click Export under the 'Export as zip' section.
[Test] Check to see if a dialogue box pops up asking you to save the file.
5) Save the file.
6) Create a new database activity.
7) Click on the Presets tab. in the 'Import from zip file' section choose the downloaded file and then import.
[Test] Make sure that the fields are still the same as the previous database module.