Hi Sunil,
Thank you for your interest in Syncfusion Products.
To get the merged column format while exporting, please refer the following dash board sample which illustarte tha same.
Installed path}\Syncfusion\EssentialStudio\10.2.0.56\Windows\Windows\Grid.Grouping.Windows\Samples\2.0\Export\MS Excel Export Demo
Please let me know if I any misunderstood your reported query.
Regards,
Jeya Preetha M