Is there a way to export iPhone slideshow to PC?
If you really really want it you can try a third-party app called, CoolPixel. It will let you record the slideshow as it plays. However, I am not sure of any issues that may arise from using it. (It's not in the App Store yet), but I have used it for a year now and I haven't noticed anything wrong with it. Try it at your own risk, though.