There seems to be a bug with the PivotGrid when using the Export to Excel function.
Using the Demo Application for WinForms, you can just open the PivotGrid - Export to Excel example and then export one.
After that, minimize the Demo Application to task bar, and maximize it back. Some of the rows will be missing. If you keep minimizing and maximing, the rows that are disappearing will keep changing.
I'm not sure if this bug is just on my machine or if there's anything that that needs to be installed.