Please enhance 'Grid copy' feature on Kendo grid to copy column headers also to excel.
Please unbound copy functionality from row selection mechanism.
The copy functionality for the grid is directly bound to its row selection mechanism, which excludes the grid column headers. That's the reason why your request cannot be fulfilled. If you would like to copy the entire grid structure to Excel, consider utilizing the Excel export feature of the widget for this purpose: http://demos.telerik.com/kendo-ui/grid/excel-export