Did you try using more appropriate package %Stream for it?

In your case, you would need to use %Stream.FileCharacter

 Set stream=##class(%Stream.FileCharacter).%New()
 $$$ThrowOnError(stream.LinkToFile("c:\export.csv"))
 set rs = ##class(%SQL.Statement).%ExecDirect(, "SELECT a, b FROM table")
 if rs.%SQLCODE'=0 {
     throw ##class(%Exception.SQL).CreateFromSQLCODE(rs.%SQLCODE, rs.%Message)
 }
 while rs.%Next() {
    set line = $listbuild(rs.a, rs.b)
    do f.WriteLine($listtostring(line, ","))
 }
 $$$ThrowOnError(stream.%Save())

Additionally, nowadays using embedded classes does not give much advantage, if it's not for one row result, only makes the code a bit harder to read

And what was the reason for it?

Routnes now deprecated in IRIS?

Which version you trying to connect to?
2024.1 should work