It can depend on how you set up your questions. If, for example, you have a question where you didn't fill in the label, then the column headings in your responses table and your exported file will not show up. It is the question's label that is the header field for your questions.
You can edit the response table column headers to be whatever you would like them to be, apart from what the question labels might be, and that header text will export when you export your results.
I hope that helps,