If there are more than 1000 (or maybe 999) players in a list then it will be displayed by pages not matter the setting. You have to reduce your list to below 1000 for it to scroll. Filters won't do this since the results are there just not being shown. Filter your list to below 1000 then shortlist those players and view the shortlist. This should let you view them in the browser then cut/past them to excel.
Discussion here