It is not currently possible to export a contact's phone numbers when using Address Processing in Export; only the physicial address. In most section of RE, when address is exportable, the phone numbers are as well. This seems to be an exception.
Adding insult to injury: it is do-able in a query. And the query will create one row per contact, like in address processing. Unfortunately additional filter is required in Excel to get the right contact type. We would not be the case we were going through Export.