Option Explicit

Public Sub ExportWorksheets()
 
  Dim wks As Excel.Worksheet
  Dim wksCopy As Excel.Worksheet
 
  Application.ScreenUpdating = False
  Application.DisplayAlerts = False
 
  For Each wks In ThisWorkbook.Worksheets
    
    Call wks.Copy
    Set wksCopy = ActiveWorkbook.ActiveSheet
    
    Call wksCopy.SaveAs("C:\Temp\" & wks.Name, XlFileFormat.xlWorkbookDefault)
    Call wksCopy.Parent.Close
    
  Next
 
  Application.DisplayAlerts = True
  Application.ScreenUpdating = True
 
End Sub

* Application.ScreenUpdating

* Application.DisplayAlerts

Grüße

PS: Die Dateiendung wird hier nicht angegeben, da sie sich aus dem FileFormat ergibt.