Actually you already to that. You need to add "Task Number" to your view. It does actually add an additional column to the UI view since it already shows, but it then adds the column to the export.
Thanks @Chris for the info. At the time, in March, I always had the task number in my view when I exported but the task number never showed. This issue must have been fixed since then. Glad to know now it's been resolved.
While the task number can be optionally added outlined, suggest that it be the default for any PDF print. This would be consistent with the on-screen view and would be a uniform user experience. We find that users find it confusing that what they see in the on-screen view is not the same as in he PDF created.