Workaround:

  private void radButton1_Click(object sender, EventArgs e)
        {
            radPivotGrid1.RowGroupsExpandBehavior = new GroupsExpandBehavior() { Expanded = true };
            radPivotGrid1.ColumnGroupsExpandBehavior = new GroupsExpandBehavior() { Expanded = true };
            radPivotGrid1.DataProvider.Refresh();

            ExportTo.ExportToExcel(this);

            radPivotGrid1.RowGroupsExpandBehavior = new GroupsExpandBehavior() { Expanded = false };
            radPivotGrid1.ColumnGroupsExpandBehavior = new GroupsExpandBehavior() { Expanded = false };
            radPivotGrid1.DataProvider.Refresh();
        }