SonarLint analyzes the code and generates the report fine within it’s SonarLint Report window. However, I am not able find any option to extract/export this report.
I also tried looking for any setting in the preferences but could not find any.
SonarLint is fit for helping developers clean as they code, not export results to another format. If you need to continually track / report on the quality of a codebase, you should consider SonarQube/SonarCloud alongside SonarLint. 
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Okay.
Thank you for your response.