Hi,
With the standard WordPress export at Tools > Export it doesn’t get added to the xml file. There is also no way to hook into that.
Can you tell me more about the usecase?
Would you want all terms exported, including the term_order? Or only a file with term_order that can be imported in another website? And in the last case, would the term_id’s match on these two websites?
By the way, there might be a plugin that does import/export and does carry this data. Did you check any of the more popular ones?