When you export a crystal report to Excel you should get a pop-up that looks like this.
In the middle of this window is an option for "Export page headers and page footers:" and you should be able to control this setting as desired using the drop-down box. Just set it to "On each page" and you should be good to go.
One thing to note, if you are exporting to Excel as "Data-only" the pop-up window for Excel Format Options will be different and will not include the same controls for this feature. When exporting as Data-only there will just be a check box for "Export page header and page footer", and this will only export the page header and footer once for the entire report.
Edit: Here is a link that might help with the API for Excel Format Options on an exported report. Click here to see an example with code.