Datatable not rendering html on export

I have added the export option in datatable as:

"buttons":[
        {
            extend: 'csv',
            text: 'Export to Excel'
        }]

I have few columns as anchor tags. On exporting the table, excel file is escaping the html and data exported looks like: <a href=\#" onclick="javascript:dosomething()... Any idea to escape html or what could be worng here. TIA.