Hi! The Engage API is only able to return actual user profile properties that you have tracked. The first_seen value is calculated based on the oldest event present for the user. This means that it isn't possible to export it directly. Apologies for not having better news there.
You can recreate the property by exporting the user events via the Raw Export API and extracting the timestamp of the oldest one for each user. Longer term, I also recommend setting a user profile property (ie $created) that indicates when a user was first seen.