How to include exposed filter name in views data feed export CSV title?
%exposed itself combination of the number of exposed filters you have on your view. When you save file name only with %exposed.csv it should generate file name as per your request would be like "industry_relocation.csv".

So, %exposed will generate based on "FIELDIDENTIFIERNAME_VALUE-ANOTHERFIELD_VALUE". 

To generate a custom file name you should use hook_views_pre_build() function. You can find examples here: https://www.drupal.org/project/views_data_export/issues/1288612