I am surprised to read, Client side binding is not supported with exporting.
I am using Radgrid and binding with Web-API (i.e http://demos.telerik.com/aspnet-ajax/grid/examples/data-binding/client-side/declarative/defaultcs.aspx ).
using "RADGRID BOUND TO REMOTE ODATA SERVICE" to bind grid.
if you find any solution to export this grid. do let us know.
Thanks you in advance.