Hi Anjan,
While not as easy as the one click export to excel functionality, you can copy paste cp info from the client GUI into an excel sheet.
Go to Change Package ->Find...
Switch to the "By ID" tab in the window that pops up.
Enter the Item ID in the "ID:" field
(You could also pick a query on the "By Query" tab if you need to pull change packages for multiple items)
Click "OK"
This should open up a new tab (or a new window, it depends on your viewset options in the Client) with a list of all the change packages for those item IDs.
You can right-click on the column headings to add other fields to the view, or left click the column header to sort, just like a query results tab.
Select all the CPs in the view and press control-C to copy them
Paste them into an open Excel worksheet.
This might also work for other spreadsheet programs, but I have only tested it with Excel.
Hope that helps,
Matt