Mabzy

This is because the "sudo" command apply only to the "echo", not to the redirection of the output.
 
Try the following instead :
sudo su - -c "echo 203 > /sys/class/gpio/export"

Please compare with http://forum.armbian.com/index.php/topic/1851-rfc-make-armbian-more-iot-friendly/
 
Might be worth a try adding a group gpio, adding your user to this group and putting
chown -R root:gpio /sys/class/gpio && chmod -R 770 /sys/class/gpio into /etc/rc.local prior to "exit 0". Adding group gpio and a user to it should be possible this way:
sudo su - addgroup gpio usermod -aG gpio ${SUDO_USER} (log out and in afterwards)