To reproduce:
Set RadGridView MultiSelect property to true and select several rows. Export RadGridView using GridViewSpreadExport and only current row will be preserved(all selected rows are lost).

Workaround:
Save all selected rows in a collection before the export and after it set saved rows as selected.
List<GridViewRowInfo> selectedRows = new List<GridViewRowInfo>();
foreach (GridViewRowInfo row in this.radGridView1.SelectedRows)
{
    selectedRows.Add(row);
}

// Export

foreach (GridViewRowInfo row in selectedRows)
{
    row.IsSelected = true;
}