Currently, the Grid Excel export will export only the data in the Grid dataSource without any modifications which were made using the Grid template options. More information can be found in the important section of the Grid Excel export article:
For now, the Grid supports only a couple of styling options which can be applied to the exported document. I can suggest submitting a feature request and based on its popularity we may implement it in a future release:
Unfortunately, there is no available workaround which can achieve the desired result using the current Excel export API.
Still, our roadmap and priorities depend largely on the business value and customer demand for specific components and features. However, I would like to present you an offering that may be relevant and applicable to your needs - our Feature Acceleration program. It allows a customer to negotiate a certain component or functionality to be implemented on demand or sooner than our roadmap implies. Feature acceleration fits well in scenarios where a feature or enhancement is important for an application's success, but it is not planned to be available at the time of the application's completion.
Let me know if you are interested in pursuing this option at any time and I will put you in touch with our Professional Services team to discuss your exact specifications and possible timeframes.