The user does not care that the CSV is not proper. He just wants to open it, and if it doesn't work, they will blame your program, not the source of the CSV.
And you only control the former. I have had to deal with a CSV export from a web service that was "not proper". I notified their support, but that problem was never fixed.
Luckily, the user in that case was just me. But if I was making software for someone else, blaming the right source of the problem would have not taken me anywhere.