It is probably in the data source order, i.e. Tableau doesn't waste any computer resources trying to sort it, and exports it "as is".
Given that there are many ways to sort a data set with multiple columns, how would you want it sorted? What about exporting it to Excel, etc. and sorting there?
Thanks you are correct, it is just exporting as is and not the format on the end report. I did not expect that to be the data output. A simple sort in Excel is the answer. Thanks!