[DefaultValue(GridSelectedRowsExportMode.Flat)]
public GridSelectedRowsExportMode SelectedRowsExportMode { get; set; }

@rendermode InteractiveServer
@inject WeatherForecastService ForecastService

<DxGrid @ref="Grid" Data="@forecasts" ShowGroupPanel="true">
    <Columns>
        <DxGridSelectionColumn Width="60px" AllowSelectAll="true" />
        <DxGridDataColumn Caption="Date" FieldName="Date" />
        <DxGridDataColumn Caption="Temperature (C)" FieldName="TemperatureC" />
        <DxGridDataColumn Caption="Temperature (F)" FieldName="TemperatureF" />
        <DxGridDataColumn Caption="Summary" FieldName="Summary" GroupIndex="0" />
    </Columns>
    <ToolbarTemplate>
        <DxToolbar>
            <DxToolbarItem Text="Export to XLSX" Click="ExportXlsx_Click" BeginGroup="true" />
        </DxToolbar>
    </ToolbarTemplate>
</DxGrid>

@code {
    IGrid Grid;
    object forecasts;

    protected override async Task OnInitializedAsync() {
        forecasts = await ForecastService.GetForecastAsync();
    }
    async Task ExportXlsx_Click() {
        await Grid.ExportToXlsxAsync("ExportResult", new GridXlExportOptions() {
            ExportSelectedRowsOnly = true,
            SelectedRowsExportMode = GridSelectedRowsExportMode.KeepGrouping
        });
    }
}

using System;

public class WeatherForecast {
    public int ID { get; set; }
    public DateTime Date { get; set; }
    public int TemperatureC { get; set; }
    public int TemperatureF => 32 + (int)(TemperatureC / 0.5556);
    public string? Summary { get; set; }
}

using System;
using System.Collections.Generic;
using System.Linq;
using System.Threading;
using System.Threading.Tasks;

public class WeatherForecastService {
    public readonly string[] Summaries = new[] {
        "Freezing", "Bracing", "Chilly", "Cool", "Mild", "Warm", "Balmy", "Hot", "Sweltering", "Scorching"
    };
    private List<WeatherForecast>? Forecasts;
    public Task<List<WeatherForecast>> GetForecastAsync() {
        if (Forecasts == null) {
            var rnd = new Random();
            Forecasts = Enumerable.Range(1, 25).Select(index => new WeatherForecast {
                ID = index,
                Date = DateTime.Today.AddDays(index),
                TemperatureC = rnd.Next(-20, 55),
                Summary = Summaries[rnd.Next(Summaries.Length)]
            }).ToList();
        }
        return Task.FromResult(Forecasts);
    }
    public Task<List<WeatherForecast>> ChangeForecastAsync(WeatherForecast changed) {
        var originalForecast = Forecasts.FirstOrDefault(i => i.ID == changed.ID);
        if (originalForecast != null) {
            originalForecast.TemperatureC = changed.TemperatureC;
            originalForecast.Summary = changed.Summary;
            originalForecast.Date = changed.Date;
        }
        else {
            Forecasts.Add(changed);
        }
        return Task.FromResult(Forecasts);
    }
    public Task<List<WeatherForecast>> Remove(WeatherForecast forecast) {
        Forecasts.Remove(forecast);
        return Task.FromResult(Forecasts);
    }
}

// ...
builder.Services.AddSingleton<WeatherForecastService>();