When I select download as csv I am directed to a help screen, is this feature working ?
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Depending on the data and tool you are using.
If you are using workspace click project>download csv
After you have clicked this it'll take a moment but on the same screen your download will pop up.
Download PDF or CSV files
If this doesn't help please respond with the tool you are using and exact steps to replicate.
Steven Hofheins | Adobe Support
Are you talking about Report and Analytics? btw Download csv (shift +ctrl + v) both link and shortcut working fine in the workspace for me.