It's probably because of the IE security. When you click the export to excel button, do you get a yellow bar which is warning you for the file you want to download?
If this is true, then this explains the refresh. When you click on the yellow bar and then download file, IE will reload your mendix app. The second time, when you try it again, it should work without a intervention of the yellow bar.
So do you see the yellow bar?
Edit after comment:
This is a local IE thing. This explains how to disable it.