There are two concepts of export.
There is exporting the report (the option to the right of what you selected). This tries to export the entire contents of the report with some exceptions. For example, images will be stripped when going to Excel. But the user cannot control what field(s) are converted to a file. The report export has a series of formats that can be selected. The list of available options can be reduced (though no new options can be added) in the Report Administration application using the "Set Report File Export Options" dialog. For example, if you do not want to see the ability to export to DOCX you can remove that option.
Then there is the export data option which is what you are doing. This extracts data from a specific datasource in the report (of which, a single report can contain many) to a CSV file. There is no supported option to add additional options here. If you have a need or want something different, I'd recommend opening an idea IBM Sustainability Software - Ideas Portal. This is what the product team uses to collect feedback for desired enhancements.
It's worth mentioning that the Maximo product uses a framework for reports called BIRT. There are Maximo specific snippets in the framework, but a large portion of it is third party code which means they are limited in what can be added.