When you export a Related List what it's really doing is exporting the list view of the 'queries from' table in the relationship - so as you have discovered, if you've personalized columns, or even change the list layout as an admin for everyone in the Related List view, the export will not agree with what is shown. What you have to do is right-click the filter breadcrumb and choose Open new window. This will display the list view of the related list table. You can personalize this list, or change the list layout and either will be reflected when you export - just like any other list view that isn't a Related List. Note, however, that this is changing the list view on that table, so exporting any other related lists that use the same table will be affected, and left nav modules displaying this table will now show the new list view.
