In the Gradebook you are allowed to manually enter letter grades if the assignment's "Display Grade As" is set to "Letter Grade". Unfortunately, if done this way the .csv file exported will not include the letter grade. Canvas' explanation for this is as follows: Despite being able to manually enter a letter grade value, the export file runs the calculation based on the point field. If no point value was given, it cannot calculate the letter grade.
This is a failure of basic user experience. If you are given the option to export something, the exported file should match what you see on the screen. It's similar to the WYSIWYG philosophy: What You Export Is What You See. You should never be given the option to do something part-way and then be stopped at a seemingly random step. Either allow manually entered letter grades to be exported or don't allow users to enter them in Gradebook the first place.