What you see is what you get exported. It is exporting the current Data Grid view. If you want flat data, switch to Flat View before exporting. In Tree View be sure to expand the nodes you want to see exported. The export data will be the same you are viewing, so be sure you are seeing all you want to see in export. Export data is in "Tab separated format" .tsv meaning it uses "TAB" to separate values during export. In Excel create new table, and just drag drop your .tsv file.
In the example we are exporting 3 types of export
1) Grouped by Sales Channel
2) Grouped by Sales Channel and Order Date
3) Flat data Export