There are no group names in an exported XML file, only the document fields are exported without group naming.
This behavior is by design.
At the moment, it seems to be impossible to export group names in an XML file. Export is done only for fields and groups which has selected the option "Can be repeated" (i.e., Repeating Groups, ex.: Line Items).
If out-of-the-box Export to Data Files profiles doesn't suit your business requirements, it is possible to implement your own export logic by creating the Export Script: