Solved. I didn’t realize had site opened in both browsers. FF will create a CSV file to save. Safari doesn’t. Called Apple Support and she watched what I was doing. Workaround found but will probably just open in FF when I want the CSV file.
I did run a report that needs lots of tweaking so the CSV file really came in handy.
I don’t know if this is the same workaround, but from point 4. onwards it seems like an OK sulution: https://support.urbanairship.com/hc/en-us/articles/213493023-Exporting-Reports-to-a-CSV-file-in-Safari
Another way is to select everything on the page that safari displays of the csv data (control-a perhaps) then paste it into a blank spreadsheet.