I would need that too
Hint: export using a MF activation and log there before doing the export
Here's a solution: Telemetry Capture Widget
You can hook this widget up on your page, and configure it to create an "Event" when the Excel Export button (or anything else!) is clicked. You just need to provide it a CSS selector to listen to the button.
Upon click, the widget will create a new object associated to the widget's context entity, and call a microflow you specify. From there you can log the button click however you like.