If you use Q1 2015 SP1 or higher version of Telerik UI for Winforms, you need to subscribe to the PivotExcelCellFormatting event and change the DataType from Number to String. Here is the code snippet: 
private void exporter_PivotExcelCellFormatting(object sender, ExcelPivotCellExportingEventArgs e)
{
    if (e.ColumnIndex == 0 && e.DataType == "Number")
    {
        e.DataType = "String";
    }
}