We have ours in a SDE GDB, so it is possible. There could be several reasons why it is getting hung. First thing I would check would be users, roles, and permissions configured for the SDE. Another thing, do you have data in the LGIM schema in the file GDB or is it schema only that you are trying to export? If you have data then you may want to try first importing the schema into the SDE. Then loading the data into the schema.