Passing the "Subscription ID" to this function when exporting WooCommerce Subscriptions via WP All Export will build a comma separated list of the items the subscription (which isn't included by default).

WP All Export: Include Products With WooCommerce Subscriptions

function zf_get_recent_subscription_order_items( $id ){

	if ( is_nan( $id ) ) {
	 return '';	
	}
	
	$subscription = new WC_Subscription( $id );
	$related_orders = $subscription->get_related_orders();
	$recent_order_id = current( $related_orders );
	$recent_order = wc_get_order( $recent_order_id );
	$order_items = $recent_order->get_items();
	
	$output = '';
	
	foreach ( $order_items as $order_item ) {
	  $output .= $order_item->get_name() . ', ';
	}
	
	$output = rtrim( $output, ', ' );
	
	return $output;
	
};