If you use the default export to excel functionality, this is not possible.
However, there are workarounds:
1. Use the excel exporter appstore module. This can be used to add all kinds of logic to the data that you are exporting: https://appstore.home.mendix.com/link/app/726/
2. Create a new attribute with the concatenated data. This can be done by using a calculated value (easy, but not best practice) or by calculating the value everytime the data of the fields changes (on save, on change etc). with a microflow. You should add the concatenated attribute to the data grid you are using to export the data.
process, calculation or concatination logic by microflow is only in the excel importer.
Like Tim sais the easiest way is to use a non-persistant and export it from there. no need for java code.
If its not a direct copy from a datagrid on a screen then:
1. create an export template in the settings.
2. call microflow from a button.
3. fill the non-persistant
4. retrieve the right template
5. use the 'generate excel doc' with both template and input object.
nobody will notice the difference other than you just added extra columns with concatenated data.
PS. be careful with big exports :)
(another solutions is to use styling by which the column is already there but not visible in the browser but bought into excel because it wont be hidden for the export to excel button, personally a way bigger fan of what Tim suggested)