Amazon RDS cannot use SELECT ... INTO OUTFILE.
The "SELECT ... INTO OUTFILE" command creates a file on the database server. MySQL does not provide a way to use this command to create a file on the client.
https://forums.aws.amazon.com/thread.jspa?threadID=41443
By using mysqldump_to_csv.py, I was able to output in CSV.
Command installation
$ wget https://raw.githubusercontent.com/jamesmishra/mysqldump-to-csv/master/mysqldump_to_csv.py
CSV output
$ mysqldump -u username -p --host=rdshostname database table | python mysqldump_to_csv.py > table.csv