Is it possible to export multiple choices columns in a SharePoint custom list to an excel spreadsheet and that the list keeps its values in a multiple choice format?
No, it's not possible as Excel drop-down lists do not support multiple choices. It has nothing to do with SharePoint or with your list, but it's a known limitation of Excel. A workaround would be to use Access instead of Excel.
It is not possible.
Multiple Choices in Excel are only achievable by applying VBA code.
Thank you all! seems like I found a solution!
What I did was that instead of match the custom list directly to excel, I created the same custom list from scratch in Excel and then Data validate the columns that needed the multi choice list. In this way I was able to recreate the list and all its content, like you guys said it's impossible if you want to keep the data connected but if you only need to collect the information that at the end will be in the SharePoint custom app or list , this is the best way because the data integration importation works well with SharePoint.