Finally, I found a solution for this I have the override Magento/CatalogImportExport/Model/Import/Product.php file
Created di.xml in the following file path app/code/StackExchange/AdditionalItems/etc/di.xml
<config xmlns:xsi="http://www.w3.org/2001/XMLSchema-instance" xsi:noNamespaceSchemaLocation="urn:magento:framework:...
Below script will help you out to directly download the wishlist details within csv for respective customer.
$csvGenerate = array();
$csvGenerate = array("Product Name","Product ID");
$customerId = 'respective_customer_id'; //CUSTOMER_ID
$wishlistCollection = $block->getWishlistByCustomerId($customerId);
If you got all wishlist collection, and create you CSV, you have to do similar something like this below, also I've did this to get product collection in a CSV, you have to customize this code according to your collection data:
$_filename = 'WishlistCollection.csv';
$file = fopen(YOUR_FILE_PATH . '/' . $_filename, 'w');
fputcsv($file, self::HEADINGS, ",", '"...