I would recommend to use PI Commander and select export to file in the menu and run the query. Results will be exported to file you have selected as an output.
As Lal suggested, are you able to use PI SQL Commander? It's part of the PI OLEDB Enterprise installation but it works with PI OLEDB Enterprise or PI OLEDB Provider. We recommend using that tool over the MMC snap-in, and in PI SQL Commander you can write the results to a csv file by selecting Query > Result To > Result to file.