To reproduce:

1. Add a RadPivotGrid and  change its theme to TelerikMetro. This theme uses Segoe UI font for its cells.
2. Export the RadPivotGrid.
3. You will notice that the font is applied to some of the cells, but for others, e.g. Grand Total the default font is set to Microsoft Sans Serif

Second scenario: use Demo application PivotGrid >> Export to Excel example. Use ControlDefault theme.
1. Ctrl + H to show the spy.  Check font for row  "Jun-1 >> Sum of Net", column "Printer stand >> 1 Free with 10".  The font is Segoe UI.
2. Run the export and check the same cell in Excel. Its font is Microsoft Sans Serif.

Workaround: use the PivotExcelCellFormatting event to specify the font.