Whenever a single page report is exported to excel, sheet in excel is named by the report name. If a report has multiple pages, the sheets are named as sheet1, sheet2,.... I
There is no direct way. You either export XML and then right an XSLT to format it properly (this is the hard way). An easier way is to write multiple reports with no explicit page breaks so each exports into one sheet only in excel and then write a script that would merge for you. Either way it requires a postprocessing step.