It looks like it's a known restriction, you might want to create a customer incident to SAP support to confirm. Apart from splitting the export to 1000 users or less based on some attribute, I don't think there is much you can do. That is assuming you can't increase MaxPageSize in AD. If your requirement is to compare users between AD and UME, you could consider a custom Java implementation where you first query AD for all users in Paged Search mode and then query the same user using the UME API and compare or just display both query results which you can then redirect to a text file for further processing.
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