exporting the private key from myetherwallet, i think, doesn't require a password. but in exporting the keystore file, it does have to use a password. so it would be better if you remember your password, maybe one day you will lose your private key.

my advice, you still have to remember your password or you can copy it to notepad or the like to make it easier for you if one day you lose or forget your password and private key.