On a somewhat semantic note: you can't really "export MIDI to audio." What you can do is use MIDI to control one or more synthesizers and record the audio that they produce. The difference isn't entirely semantic, as the same MIDI data will sound quite different depending what synthesizer you use and how you set it up.
And, it is relevant to the question, because whether you want to record the audio in stereo or mono depends rather heavily on what's coming out of the synthesizer. Most obviously, if it's only producing a mono output, recording it in stereo isn't going to accomplish much.
Just guessing:
Piano: many synths (most, probably) produce a stereo output, though what makes it stereo is generally one or a combination of: (i) panning the lower notes further to the left and the higher ones further to the right and (ii) reverb. If your synth is doing doing the former and you like it, record it in stereo. If you like the reverb, either in preference to or in addition to what you'd otherwise use later, record it in stereo. If you can't kill the reverb, listen to it summed to mono and if it sounds funny, record it in stereo.
Guitar: Pretty much the same, except they probably don't pan based on pitch.
Drums: Most likely does have different pieces of the kit panned somehow, so record it in stereo.
