You are correct. The default is to export the underlying numeric data exactly as it has been entered, and there is currently no way to export a number column using the display value.
The only workaround we could come up with is to use a Text Expression column. First, add a number column to the text expression. Then click on the right side of the blue token. This will give a list of formatting options, as shown below.
Hopefully, this gives you a way to do it, though it might be tedious if you have a lot of columns.