The Angular Grid export only includes PDF and Excel formats. Requesting an enhancement to be able to export to CSV for purposes of opening the data in a text editor other than Excel or to allow for easier upload into other applications.
There are articles that show how to do this but it would be better out of the box from Telerik.
https://stackblitz.com/edit/kendo-angular-grid-csv-export?file=app/app.component.ts
https://www.codeproject.com/Articles/5162666/CSV-Export-In-Angular-with-Kendo-Control