CSV Pipe export option is not available for default installation of SSRS sharepoint integration mode setup. To enable this option you should edit the configuration file. If you have the multiple WFE server then you have to apply fix on all server. Below script will solve the issue of editing the config file.

Just run the below powershell script in admin mode, It will do the required changes on reporting service application.

$svrDirectives = @" 
<OverrideNames> 
    <Name Language='en-US'>CSV (Pipe Delimited)</Name> 
</OverrideNames> 
"@ 
$extConfig = @" 
<DeviceInfo> 
    <FieldDelimiter>|</FieldDelimiter> 
    <NoHeader>false</NoHeader> 
    <FileExtension>csv</FileExtension> 
    <ExcelMode>False</ExcelMode> 
    <Encoding>ASCII</Encoding> 
</DeviceInfo> 
"@ 
$typeName = "Microsoft.ReportingServices.Rendering.DataRenderer.CsvReport,Microsoft.ReportingServices.DataRendering"

$apps = get-sprsserviceapplication 
foreach ($app in $apps) 
{ 
  New-SPRSExtension -identity $app -ExtensionType "Render" -name "CSVPipeDelimited" -TypeName $typeName –ServerDirectives $svrDirectives –ExtensionConfiguration $extConfig 
} 

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