The Export Engine only provides UTF16 encoding. As the Export client, Web and Distribution services have the option to change from UTF16 to UTF8.
The report can be exported as a CSV with UTF-8 encoding by changing the preferences in Strategy Web.

To configure Distribution Services to output files with UTF-8 encoding, the following registry change must be performed on the Intelligence Server machine. The following are instructions for 32 and 64-bit Windows and UNIX/Linux.
HKEY_LOCAL_MACHINE\SOFTWARE\MicroStrategy\DSS Server\Castor\.
DSNotUseUnicodeForPT" with the value data set to
1.

HKEY_LOCAL_MACHINE\SOFTWARE\Wow6432Node\MicroStrategy\DSS Server\Castor\.
DSNotUseUnicodeForPT" with the value data set to
1.
MSIReg.regfile, locate
HKEY_LOCAL_MACHINE\SOFTWARE\MicroStrategy\DSS Server\Castor.
"DSNotUseUnicodeForPT"=dword:00000001.
Note: The Intelligence Server needs to be restarted for the changes to take effect.
For additional information regarding Unicode, UTF-8, UTF-16, and the Byte Order Mark, refer to the following Wikipedia pages: