After installing or upgrading to 16.0.1 RU1 there is no longer the capability to export incidents with 'Last Modified Date" even though the "Last modified date" is present in the Incident Key Info details. The column 'Last Modified" is not available to select which is noticed when searching for last or modified:
16.0.1 RU1
To workaround the issue revert to the legacy UI URL by modifying the URL https://<Enforce Server Name or IP>/ProtectManager/GetReport.do?reportID=X where X is the ID number of your report which can be seen in the URL in 16.0.1 RU1. Then you can export your report to CSV the Last Modified Date is present in the output.
To obtain a fix for this issue you can either upgrade to 16.0 RU2 or 16.1.