Did you mean to use the "Accept" header? "Content-Type" describes the format of the request body.
$ curl -sH "Accept: text/csv" https://data.splitgraph.com/cityofchicago/covid19-daily-cases-deaths-and-hospitalizations-naz8-j4nc/latest/-/rest/covid19_daily_cases_deaths_and_hospitalizations?select=lab_report_date,cases_total,deaths_total | head -n5
lab_report_date,cases_total,deaths_total
2020-03-01,0,0
2020-03-02,0,0
2020-03-03,0,0
2020-03-04,0,0