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Hi Alev,
It wouldn't be an easy and cost effective way to get the default delimiter changed for DWH reports. This leaves us with 2 options:
1. Look at the possibility to get the date format changed. Don't miss the 2nd and my recommended option 
2. You must be using DWH reports for a specific purpose, try setting up Scheduled reports (or Data Extract) for it. If this doesn't serve the purpose and you are looking to get some raw data, ask Adobe Client Care to setup the Data Feeds(similar to DWH reports).
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