Webform displays real names on reports but it doesn’t export them for download. Instead, you get the short user name. But the webform API provides two hooks for creating synthetic output fields: hook_webform_results_download_submission_information_info() and hook_webform_results_download_submission_information_data(). Here is an example that creates a ‘Full Name’ column in the output:

<?php

/**
 * Implements hook_webform_results_download_submission_information_data().
 */
function wapps_webform_results_download_submission_information_info() {
  return array(
    'wapps_full_name' => t('Full Name'),
  );
}

/**
 * Implements hook_webform_results_download_submission_information_data().
 */
function wapps_webform_results_download_submission_information_data($token, $submission, array $options, $serial_start, $row_count) {
  switch ($token) {
    case 'wapps_full_name':
      $account = user_load($submission->uid);
      return format_username($account);
  }
}