Isso deve funcionar:
answer = MsgBox("Do you want to export to PDF?", vbYesNo + vbQuestion, "Export to PDF")
If answer = vbYes Then
fileSaveName = Application.GetSaveAsFilename("", fileFilter:="PDF (*.pdf), *.pdf")
If fileSaveName <> False Then
ActiveSheet.ExportAsFixedFormat Type:=xlTypePDF, Filename:=fileSaveName, Quality:=xlQualityStandard, IncludeDocProperties:=True, IgnorePrintAreas:=False, OpenAfterPublish:=True
End If
End If