Because of security you cannot download without embedded credentials as I understand it, just like you cannot connect/view a workbook without first entering the credentials. As far as I know there are no command line parameters for passing credentials to a data source with the export and get URL commands.
Thanks for the answer.
I just posted another topic, because I tried to do some workaround, by editing the XML and then publishing it.
For my surprise, it worked.
I dont know if it is a server setup mistake or a security issue.