Thank you for sharing your feedback. We are currently working on improving the export experience to allow direct exporting to xlsx and pdf formats. It is going
to be introduced with the upcoming Q1 2014.
You can also follow the RadGridView: Export Content as *.xlsx
feature request in the feedback portal.
For the time being, I can suggest you to use the approach illustrated in our "SpreadProcessing Integration" WPF Demo and export to .xlsx format.
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