Edit:
We are declining this bug as originally the export options were not meant to respect group properties but only some global GridView properties.
However we will add such option in GridViewDocumentExportOptions class.
You can follow this feature request => 
https://feedback.telerik.com/Project/143/Feedback/Details/229211-gridview-add-option-in-gridviewdocumentexportoptions-to-include-exclude-grouph