In fact, you can create a CSV file as an SAS directory entry; CSV is a valid type of SAS directory entry.
Here is an example:
filename of catalog "sasuser.test.class.csv";
proc export data=sashelp.class
outfile=of
dbms=dlm;
delimiter=',';
run;
filename of clear;
This small piece of code exports SASHELP.CLASS to a SAS directory entry of type CSV type.
, SAS PROC CPORT/CIMPORT, , SAS, SAS-.