Hi Henri,
with the default Mendix export to CSV/Excel buttons I don’t think this can be achieved. With the XLSReport/ExcelExporter module from the AppStore you can achieve this, but it is more of a bug than a feature. If you configure a template and the dataset that you export has 0 records, the header isn’t printed either. So, the other way around; not showing the header but showing the data, I haven’t seen before.
The easiest way to achieve this is, I think, by adjusting the XLSReport/Excel Exporter module a bit to your need. This needs some Java skills though..