By default, integrator․io will aggregate all pages of data generated by an export into one (possibly large) file. Check Skip aggregation to instead generate multiple files (one file per page of data).
To generate one file per record, set the export page size to one record per page of data. However, if your page size is set to one record per page and you are using a one to many import, skip aggregation will generate one file per parent record, not one file per child record.