I’d like to recommend you to utilize the OnExport server-side event of WebGrid in order to avoid checkbox column appearing on the exported document. OnExport is invoked when exporting data is performed.

On the OnExport server-side event, you may choose to set the visibility of the particular column to false or remove the column object from the collection. The snippet code below shows both of methods.

// Set the Visible property of the particular column to false
// in order to avoid the column appearing on the exported document.
e.Table.Columns[int].Visible = false;

// Removes the column object from the collection
// in order to avoid the column appearing on the exported document.
ISNet.WebUI.WebGrid.WebGridColumn CheckBoxColumn = e.Table.Columns[int];
e.Table.Columns.Remove(CheckBoxColumn);

Hope this helps.