Convert Gravity Form Entry Date on Export

You can’t modify date_created on Export

Gravity Forms date_created field isn’t actually a field that’s affected by that hook. If you look in /exports.php you’ll find in start_export() that they bypass the filter for ID’s date_created and payment_date and hard-code force the use of Y-m-d H:i:s

foreach ( $leads as $lead ) {
    GFCommon::log_debug( __METHOD__ . '(): Processing entry #' . $lead['id'] );

    foreach ( $fields as $field_id ) {
        switch ( $field_id ) {
            case 'date_created' :
            case 'payment_date' :
                $value = $lead[ $field_id ];
                if ( $value ) {
                    $lead_gmt_time   = mysql2date( 'G', $value );
                    $lead_local_time = GFCommon::get_local_timestamp( $lead_gmt_time );
                    $value           = date_i18n( 'Y-m-d H:i:s', $lead_local_time, true );
                }
                break;
            default :
                $field = RGFormsModel::get_field( $form, $field_id );

                $value = is_object( $field ) ? $field->get_value_export( $lead, $field_id, false, true ) : rgar( $lead, $field_id );
                $value = apply_filters( 'gform_export_field_value', $value, $form_id, $field_id, $lead );

                ...

Instead

You can create a custom field in your form, make it a hidden field,
then use another gform_pre_submission hook to fill it with your server time on submission.

Being a GravityForms customer, their support is superior, maybe they’ve got better tricks up their sleeves. They’re also pretty open to suggestions – opening a ticket as a suggestion to add a hook for that date format there might be worth a try.