The built-in export capabilities for the RadGridView are clunky and not well though out. Additionally, it doesn't fully support exporting hierarchical child data. (You can do it, but you have to go through a good bit of song and dance for something that I've seen other tool sets do automatically.)
I'd like to see the option fully baked that doesn't require code-behind (allowing an MVVM approach). And asynchronous methods that uses standard async-await conventions.