Working with dates is usually a headache, and for that, we have tried to keep it as simple as possible. That's the way Exporter is managing dates:
...
It doesn't matter the export format, dates will be rendered as the "Complete Date/Time Format" configuration.
...
But, on Exporter Server, we're not rendering dates on our dashboard that way, due to internal limitations. You will see dates in "dd/MMM/yy" format and datetimes in "dd/MMM/yy h:mm a" format. But, do not be worried, your exports will follow your Jira configurations as it's explained above.