If you right click on the worksheet and go to the copy options. The view can be copied as crosstab and then pasted into excel or a .txt file. This should bring the data over in the expected fashion. ;
Right Click on the sheeet > Copy> Crosstab
Open Excel > Paste crosstab in a blank Excel document.
I need the data along with the filter value selected also.
Sorry for my delayed reply. Please check out this discussion in the Tableau Community: Exporting dashboard data into excel/csv with filters - Solution
Hope this helps!