remove-column-headers-csv.php

<?php

function my_pmpro_members_list_csv_heading($csv_header)
{
	$heading = explode(',', $csv_header);
	
	$remove = array('billing firstname', 'billing lastname', 'address1', 'address2', 'city', 'state', 'zipcode', 'country', 'phone');
	foreach($heading as $key => $title)
	{
		if(in_array($title, $remove))
			unset($heading[$key]);
	}
					
	$csv_header = implode(',', $heading);	
		
	return $csv_header;
}

add_filter('pmpro_members_list_csv_heading', 'my_pmpro_members_list_csv_heading');