SYMPTOM:
Rotated x axis labels in graphs do not appear rotated in the exported MHT file in Strategy Web 9.2.1 Hot Fix 11, as shown:
Strategy Web - Flash view mode

Exported Dashboard - MHT file

Enabling Flash Debugger, it is possible to confirm that an error occurred when loading the font file in the exported dashboard, as shown:
Exported Dashboard - MHT file

CAUSE:
It is a known issue in Strategy Web 9.2.1 Hot Fix 11.
ACTION:
Strategy will continue to investigate and post updates as soon as they are available
NOTE:
For further information regarding Flash Debugger, refer to the following Strategy Technical Notes:
KB17128: How to enable the Flash Debugger in MicroStrategy Web 9.4.