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The first thing I always always always ask when someone wants an Excel export is "What are you trying to do with it?" If they want to do some sort of analysis then I dive deeper with them to figure out what that is because we can usually/often do that analysis in Tableau and get them the information they need faster.
That's not always the case, though, and there's nothing built-in to Tableau for doing this better. Some Tableau partners have tried out different things, here are two that come to mind:
https://extensiongallery.tableau.com/products/25 - an Extension for Tableau 2018.2 or higher built by the fine folks at Interworks
https://databoss.starschema.net/ever-wanted-to-export-your-tableau-reports-to-excel/ another tool built by the fine folks at Starschema
the export is desired by the end user, not me. I suppose they want it to do some internal checks.
As weird as it may sound, the problem has now vanished away and the export is as desired. However, thank you for the answers!
Lea - may I ask how was this solved on your end? I have similar case for a report and would like to utilize the method if it's working for you. Thank you in advance!
I must say - we did not do anything, now it is just working as it should, maybe Tableau did some updates in between. Does it still not work for you? Maybe try to update to a new version.