It's not possible as a built-in export option, but I suspect it can be scripted, so I've moved the question to the scripting forum.
Found two very cool scripts here, one jsx and the other apple script, I have just tested both using
Indesign CC 2014, both seem to run fine, the jsx script has a lot more features.
Thank you Kevin! The layers-to-PDF script worked pretty good. I did have to combine the PDFs into one final doc, but that's definitely a great time-saver.