I think you are supposed to choose "Thermo".

When you choose "Thermo" in that dropdown, Skyline will look in the Windows Registry and try to figure out what type of Thermo instrument software you have installed on your computer.
If you do not have any Thermo instrument software installed on your computer then you will not be able to choose "Thermo".

Note that there is another menu item "File > Export > Transition List" where "Thermo Altis" is one of the choices in the instrument dropdown.

The difference between "Export Method" and "Export Transition List" is that exporting a transition list produces a CSV text file that you can somehow read into your method designing software.
"File > Export Method" often requires mass spectrometer vendor software to be installed on the computer, whereas "Export Transition List" is supposed to work on all computers.
-- Nick