I am afraid, I can't find the reference, but I have done a quick test using latest 10.7 version and I don't have any issue, I get the right data exported.
Suggestions:
1) Try to reduce the query, in my case I used this one
java -Xmx512M -Duser=Admin -Dpassword= -Dhost=localhost -Dport=5001 -jar CLWorkstation.jar get historical data from agents matching ".*Custom Metric Agent.*" and metrics matching ".*Enterprise Manager\|GC Heap:Total \(mb\).*" between 11/30/18 and 12/6/18 with frequency of 60 seconds > xx.txt
2) It could be a timeout issue, read this
How to increase the timeout for APM command line w - CA Knowledge
3) Enable VERBOSE in the EM properties file and run the query again, check if you get any error or exception, it will help you further troubleshoot the issue. If this is a cluster see if collectors are getting disconnected.
log4j.logger.Manager=VERBOSE#com.wily.util.feedback.Log4JSeverityLevel,logfile
The above is a hot property so there is not need to restart the EM, you need to wait 60 seconds.
You might need to enable querylog to further troubleshoot the issue.
4) Try to use APMSQLserver, I think I sent you an example in the past.
Sergio