Well this is what I get if I copy and paste out of the table similarly set up.
I did mine in Omniscope 2.9 b1435
*EDIT: Were you specifically after the names "All..." by the subtotals for groupings and the actual borderings etc?
I can see in mine that actually it just names them by the value so you can't really see the subheadings clearly. I'm only really looking at the output table data, I don't think its possible to get the formatting & functionality identical to what is in the table view.
Martyn: In Omniscope, Grouping is presentational, i.e. the user is meant to be able to roll-up and roll-down inside the view interface. This is different from Aggregation, which is an actual summing of the underlying rows.
When exporting data to another application like Excel, the grouping aspect of data presentation is lost. It cannot be transferred between the two applications automatically. The cut-paste method suggested by Daniel is closest you will get.
If you do not care about the users of the Excel worksheet being able to roll-up and roll-down in Excel, you can try using View Aggregation rather than Grouping.