I agree 100% that this would be a helpful addition. And the export file name should be configurable unlike data exports ( covered in a separate idea ).
In the meantime a workaround is to use a Chrome extension such as "Table Capture". It does the job albeit not so easily as a QMC export button ! In the free version you can capture grid headings and detail rows in two copy to clipboard actions and paste them into Excel.
As an aside, if users have a tool such as this they can "bypass" any security rules that you may have setup preventing data table exports.