Why my Data Export View uses default value for an exposed Grouped Filter?
It could be that the export display is not attached to the page display. Try to edit the export display (typically you can not adjust the exposed filters on this page, as visiting the page will simply download all the results for the master view without considering any exposed filters). 

Instead of getting your file by visiting the path of the data export, instead attach the data export to the page display where you placed your exposed filters.

You can do this by editing your data export display and adjusting the settings in your "Attach to" settings in the data export settings column (see screenshot below).



Once you click the Attach to link you'll be able to add your data export to any display in that view. Add it to your page.


Then, load the page in your browser, adjust your exposed filters until you see the results you want, and then scroll to the bottom of your page. You should see an icon that will enable you to execute the download of whatever file type you specified for your data export. For example, below I've filtered results for a page and set it to download as CSV. 


By clicking the orange button, I'll download the filtered results on the page.