Excellent finding! Thank you @Robert Cemper 

Thank you!

Hello Vic,
Thank you for response!
Unfortunately, this also doesn't work for me (uppercase GBL & no wildcard in exclusion):

^^data_dir>set list("Ens*.GBL,'Ens.MessageBodyD.GBL")=""
^^data_dir>write $SYSTEM.OBJ.Export(.list, "/tmp/globals.xml")

Btw, I'm using IRIS 2020:

IRIS for UNIX (Ubuntu Server LTS for x86-64 Containers) 2020.1 (Build 215U)