math mode parsing in NewDocumentCommand

Question

I came across the following NewDocumentCommand (source).

\NewDocumentCommand{\expn}{gg}{%
  \IfNoValueTF{#1}
    {%
      \Exp
    }
    {%
      \IfNoValueTF{#2}
      {%
        \Exp\!\left(#1\right)
      }
      {%
        \Exp{#2}\!\left(#1\right)
      }
    }%
}

When putting in overleaf document, I noticed that it throws an error starting at:

\left(#1\right)
      }
      {%
        \Exp{#2}\!\left(#1\right)
      }
    }%
}

The error message is:

left can only be used in math mode

Could anyone please assist in fixing this error? I am new to NewDocumentCommand.

EDIT: I was asked to post a fully replicable example. Please create a macros_math.tex file and a main.tex file. In macros_math.tex place the following:

% Utility packages
\usepackage{amsmath,amssymb,amsthm,bm,bbm,amsfonts,mathtools} %math
\usepackage{xparse}
\usepackage{enumitem}

\usepackage{xspace} %used at the end of macros to automatically determine whether spaces should be eaten or 

\newcommand{\Exp}{\mathbb{E}}

% Expectation
\NewDocumentCommand{\expn}{gg}{%
  \IfNoValueTF{#1}
    {%
      \Exp
    }
    {%
      \IfNoValueTF{#2}
      {%
        \Exp\!\left(#1\right) % offending line in overleaf!
      }
      {%
        \Exp{#2}\!\left(#1\right)
      }
    }%
}

In main.tex place the following:

\documentclass{article}
\usepackage[utf8]{inputenc}

\input{macros_math.tex} % Import the math macros we created
\title{test}
\date{February 2019}

\begin{document}

\maketitle

\section{Introduction}
$\expn{X-Y}$ % Test - this works but overleaf does not like the way the macro is constructed
\end{document}

Answer 1

This is an error that you can complete ignore if you never intend to compile macros_math.tex.

Overleaf interprets all .tex files as possible source files that will be compiled into an output PDF. As such, it parses the file to see whether the syntax is in order. Since it doesn't recognise the \NewDocumentCommand syntax as forming part of a macro definition that could be used elsewhere (inside a math environment, say), it assumes the use of \left and \right is incorrectly placed outside of math mode and shows as an error:

A way to resolve this error is to provide a different extension to macros_math.tex, perhaps something like macros_math.sty:

Remember to also change the code in your main.tex to \input{macros_math.sty}, or better, \usepackage{macros_math}!