I suppose I've only used this feature a few time in the last couple of years. So I'm not confident of the following and would appreciate others trying to replicate it please.
It only seems to work if there's just a single movie (tab) in the project. With two or more I don't get the all-important initial dialogue:
Without that I found it impossible to perform my simple task, namely to export a dozen or so clips automatically. They happen to be in the second of two movies in my project.
As soon as a second movie tab is opened, even if empty, with either movie active, File > Batch conversion fails to ask which of those two distinct tasks you require.
I've done this same operation before several times over the years, but presumably always when working on a project not containing multiple movies.
As a work-around I had to first export that movie and re-import into a new project, before proceeding.
This is MEP 2014 Premium, but the same happens here with other recent vesions and I don't think MEP 2015 woulld differ.