You should read this section of the documentation: https://docs.mendix.com/refguide9/date-and-time-handling/
If you do not have a default time zone and it was not specified for the user, the reference will be empty.
But main question here is, what is the use case?
If you would be able to change it the export behavior, it would probably only allow you to export the data using the time zone of your current user.
You could try generating a word/pdf document in a table format?