It would be nice if the datasets to export could renamed in the process. Maybe by adding an optional datasets_to parameter where the new dataset names could be given corresponding to the datasets given in the datasets parameter.
It should be possible to specify the delimer to use! Sometimes a comma is not going to work because of labels with commas etc. If this is implemented, then the macro should probably be renamed to export_to_txt, and export to .txt.
If a variable is formatted, the formatted values is written to the .csv file. Reasonable default behavior, but it would be nice if it was possible to add a toggle parameter so that unformatted values are used instead. for example, if a file is very large, replacing formatted (long) labels with underlying unformatted value might reduce filesizes considerably.