To reproduce:
ColumnGroupsViewDefinition view = new ColumnGroupsViewDefinition();
view.ColumnGroups.Add(new GridViewColumnGroup("Customer Contact"));

view.ColumnGroups[0].Rows.Add(new GridViewColumnGroupRow());
view.ColumnGroups[0].Rows[0].ColumnNames.Add("Address");
view.ColumnGroups[0].Rows[0].ColumnNames.Add("Contact");

radGridView1.Columns.Add("Address");
radGridView1.Columns.Add("Contact");

radGridView1.Columns[0].Width = 300;
radGridView1.Columns[1].Width = 300;
radGridView1.ViewDefinition = view;

for (int i = 0; i < 10; i++)
{
    radGridView1.Rows.Add("test test test test test", "test");
}

Workaround:
docs.telerik.com/devtools/winforms/telerik-presentation-framework/export-renderers/spreadexportrenderer