Novazyg started creating some of the export routines to also include the field headers, but I seriously doubt that he had a chance to do them all. Out side of that the only way is to have the DB open and the export open in Excel and find your data for each field and manually type in the names.
 
As for the second question, no. If you want to import you need to specify the import, that is WHY those things are there. If you could just blind import things into data files it would probably be nice, but bloody messy.