Hi Julien,
From the user-interface, you can export a matrix at a time. 
If you want to export a bunch of multiple matrices to the same location, 
so far you need a script (or Origin C code). 
The following simple script is a sample to export all matrices 
(top matrix object in top matrix sheet) to D:\Temp\ folder
 
doc -e M {
  expMatASC im:=[%H]1!1 path:="d:\Temp\%H.dat"; 
};
To know more about expMatASC x-function, enter the following command in the Command window:
  help expMatASC
Hope this is helpful.
--Hideo Fujii
OriginLab