Thank you for writing.
The WinForms exporters do not support such a scenario. You may be able to make this work with the reporting by converting the info from the grids into one reporting table. I would kindly ask you to send a support ticket to our reporting team with some more details on your scenario so they can help you find a solution.
I hope this helps. Should you have other questions concerning WinForms controls, do not hesitate to write back.
the Telerik team