Athena is built on Presto, which has full support for transactions. Each connector provides varying support (isolation level, multi-statement writes, etc.) for transactions, limited by the underlying data source.
Edit: regarding transaction though, I wonder if Athena could even be used as a "meta sharding" layer, when all of the underlying data sources support transaction, but data is too large to fit in a single instance. The advantage would be to not implement sharding logic in code. Not sure about the performance though. Just a thought.
Edit2: not sure if I read it correctly, but looks like right now Athena does not support transactions yet (http://docs.aws.amazon.com/athena/latest/ug/creating-tables....) although using Presto there could be a future that they do support.
CSV is a very unwieldy storage format for Athena + S3, since Athena charges you by data scan sizes.
ORC is pretty much optimized for S3-like use-cases (of being read over HTTP), so you'll find that a columnar structure like that would be a much nicer way to store and query often.
There's a pretty good run-down of the options and formats here - http://tech.marksblogg.com/billion-nyc-taxi-rides-aws-athena...