Yes ,we can do this by creating export action but requirement is if user wants to pivot their own view and export directly from page then we don't have this feature to include property . But happy to hear that this feature is in future roadmap .
Just to add to @abhi1017 idea - you can also create a system module that has line items to hold the properties instead of the properties in the list. From a best practice point of view, this is also the suggested route. Once the properties are in the module, the export is academic.