Sorry for poor choice of words.
I was expecting that it will export the data as is. What happened was a field with values across the columns were presented as rows in the CSV file. In the UI, my original Row was the item field while my original Columns were Price Level then Minimum Quantity. As such, the items were presented once. When I exported it, the Price Level is now a single column, so the Items became duplicated or so for every price level and only the Minimum Quantity was left across the columns.
It appears that it can't have multiple fields across the columns?