I don't think that this is possible. CR only exports to 1 file and only 1 worksheet....it replicates the report. If you liken the report to a webpage, you don't have multiple pages, you just have one webpage of the required length...or another way, you don't print the same report to multiple printers based on the subreport, so you don't export it that way either.
SSRS can produce multiple worksheets, but you can't label them, and they are based on page breaks, so it is not a whole lot better.
Sorry I can be of more help.
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