How do I convert Solidworks parts/assemblies to .step files?

I have been having some issues trying to convert my assemblies and parts from Solidworks to .step files. When I go through the routine of "Save As", selecting the "Save As Type" --> "STEP AP214(*step;*stp), it is saved as a file of type "Sldworks 2019 Application". When I try to open that Application file, Solidworks opens an empty document, with nothing in the assembly/feature tree.

Obviously, I cannot send that to the customer; I need to find a way to properly save and then email the proper .step file. I thought I was able to save .step files before, but it is not something that I have to do often and I would appreciate some help from anyone who can offer a bit of insight. 

SolidworksImport/export