Currently all exported cells are static.
In Q2 2015 SP1 we will introduce the excel group rows feature. You need to set the ExportChildRowsGrouped property to true of GridViewSpreadExport to enable the grouping.
Telerik really need that feature, or almost alternatively way to do that.
It would be nice to add this functionality also for ASP.AJAX Radgrid...
The would be a great feature to have, we switched from Infragistics tools to Telerik, however this is one of the features they had in their web and windows excel export we miss.