I believe there is no OOTB way to do that. The only reason that it's displayed correctly, is that browser timezone adjust the timestamp. But the export itself is done on the server side, so - using the US timestamps.
However, you can easily create your own custom service to export data to csv. Your service should iterate over InfoTable, adjust the timestamp, create an csv file in the Thingworx repository and then returns a downloadable link (from the repository service GetFileListingWithLinks). Then you need only to bind the result Hyperlink to the Navigation widget, invoke Navigate service of that widget with ServiceInvokeCompleted and - download a ready file.
If you pick this way, don't forget to clear the repository from time to time.
Hope it helps, if you have additional questions, don't hesitate to ask.
You are right, Localization Tokens have nothing to do with TimeZones.
And by the way, it's not that easy as you described, as for instance his users timezone it's Italy which has Daylight Saving Time. If he want's to do it right, he will need to build a Java extension to leverage TimeZone features which came with Joda Time library, that way he will be able to translate correctly at server side to the correct TimeZone format.
This problem with the Extension Widget, which it's incoherent with the rest of user interface ( as all the user interface works on User Browser TimeZone ), I've notified to TW but they just said it works as specs
I've been pushing them hard the last Year and a half to have right TimeZone support, but they aren't on track and there isn't anything on the Roadmap as far as I know.