Hi Eric,
For exports, the only 'filter' is by application, module, and form. Exports are geared toward providing raw data. One thing you can do to make it easier to see only open cases in your spreadsheet, is to simply move the data field for info.closed to the top of the list in your export configuration. That will place that field in the left most column of your spreadsheet, and from there you can sort/filter that column to hide or remove any rows that have "yes" under info.closed.
Here are our wiki pages for:
Best,
Matt