I would recommend just making a custom Report in the Reporting area that does the left joins to pull in the proper data, something like the below, you can right click on the table's grey header to export to excel still.
select COM_Address.*, StateName, CountryTwoLetterCode from COM_Address
left join CMS_State on StateID = AddressStateID
left join CMS_Country on CountryID = AddressCountryID