The whole point of exporting is to use the data elsewhere. Therefore I urge you to allow exporting in the most standardized way possible. I am not aware of any standardized way to include heart rate data in GPX. If there is a widely accepted way to do it, great.
I still think you should allow TCX and CSV export also. Yesterday I managed to convert a CSV track from my phone to TCX and upload it to endomondo.com successfully. I converted it using just a text editor and regular expression search and replace. So it ought to be really easy to implement this feature in gps-sport.net.
I know that one strategy for exercise portals could be to prevent data migration to competing portals. However, I don't think that any one portal will ever "win". Personally, I will prefer to use portals (and apps) that don't hold my data captive and lets me export and transfer it to anywhere as easily as possible.
With RunGPS on the phone, I can export a CSV file that also contains heart rate data.
But it appears that it is not possible to download heart rate data from gps-sport.net. GPX files do not contain heart rate data. Am I right? I regret that very much, because one of the great features of RunGPS is that it is so easy to upload my data after training. I don't like that I first have to export CSV (which is complicated on the phone) and then fiddle with USB cables and browse through directories to find the right CSV file somewhere on the phone.
Even better than CSV would be if it was possible to download complete training data in some sort of standard format that is widely used. I know that there is no real standard, but it appears that one widely used and flexible format is Garmin TCX. It even seems to be well documented here: http://developer.garmin.com/schemas/tcx/v2/