By default the export feature integrates and includes the basic Joomla! user profile data, fields generated by the user profile plugin and all Joomla! custom fields if any.
Depending on the extension used to integrate the export button, for example a user profile managed by Virtuemart, JomSocial, Easysocial, etc it's possible to include even all form fields generated by a third-party extension in the exported document.
If you want to export all fields of a third-party form and extension, you can activate the option visible in the image below 'Export all fields' so that the additional fields generated by a third-party extension will be encoded in the portable JSON format as requested by the EU GDPR and included in the exported document as well.