Hi Tim,
That's because the export tools always export only the raw data, which is an average value throughout each element, for a dfsu file.
The shaded contour is an option available in MIKE, which controls how these raw data are shown on the screen, but the shaded contour is not saved in the dfsu file and therefore cannot be exported. So you'll have to load the raw results in the other software you want to use (e.g. a GIS) and use the its own display options to get a similar display as the shaded contour in MIKE.
Best regards,
Mathieu