Then you're well aware of how broken MS SQL is when it comes to exporting CSVs where the delimiter is in one of the string fields or where a field has an EOL character, etc. PostgreSQL handles all of that with no problems whatsoever. MS SQL doesn't even attempt to follow RFC 4180.
I've actually written small wrapper scripts that feed a query into MS SQL, fetch the results row by row and--with a proper CSV writer (eg Python's csv, Perl's Text::CSV, etc), dump to file. It's relatively slow, but at least it works.