Hello Sabari,
As I understand it, the ExportProgressService is encapsulated inside the Datagrid React code, so we can't override it with JavaScript. However, you can hide the progress bar and the gray background using CSS. The grid content is removed during the export process, so you will only see the headers, with no progress bar or gray background.
.widget-datagrid-modal-root {
visibility: hidden !important;
}
.widget-datagrid-exporting .widget-datagrid-content,.widget-datagrid-exporting .widget-datagrid-footer,.widget-datagrid-exporting .widget-datagrid-header,.widget-datagrid-exporting .widget-datagrid-top-bar {
visibility: visible !important
}