Available in the 2017 R1 Release (2017.1.117).
Does this mean this will be implemented in the next version?
Right now, exporting the grid results in all row/column groups expanded, regardless of whether the user has expanded/collapsed them. It would be very helpful to be able to export the grid as it looks on screen (taking into account the expand/collapse state of each group). This way, the user could get an export that is representative of what they produced in the grid.