Excel might be using its smarts to format the dates this way but for displaying only.
The actual data can still be as in FM or it really gets converted based on excel preferences.
Can you check if the column has custom formatting enabled in excel?
When exporting did you select "Apply current layout's formatting to the data"? then the format will be just as formatted in the inspector.
FileMaker actually stores Dates in number of days since day 1. You then choose to set date on a field on a layout and depending on FileMaker Pro client installation language. If you have a user running Swedish FileMaker Pro, the user will enter 2016-05-10 (yyyy-mm-dd) for todays date but FileMaker will still handle that as 05/10/2016 (US format mm/dd/yyyy).
I have tried the option "Apply current layout's formatting to data " and also once after exporting the records the column data type has been changed to Date in excel.
However, I am facing the issue still.