Exporting large csv files will require the use of more server resources, which could eventually generate some performance issues, and eventually cut the export process.
To avoid this potential problem, you can include some information in the CRON php configuration file corresponding to the auto-export option, that export by line batches.
Here are the lines to add to your php file:
// Update only new products?
// (in minutes: set this option to 120 in order to update only products updated more than 2 hours ago)
$_GET['newerthan'] = 0;