HeidiSQL does not convert binary values to hex when exporting as SQL. This causes problems when restoring a database with binary data on it. One problem I had is that when restoring the backup I made with the 'Export database as SQL' feature, all of the columns containing binary data indexed with unique constraint could not be restored due to the fact that there are duplicates, even though there shouldn't be any.
Putting an option to convert binary data to hex when dumping the database as SQL would be very helpful.