No theres' no option..
you could only copy from Fields (e.g. Source IP \ Destination Port \ Packet etc.)
theres' so much to improve in this Program.
I wish McAfee would invest a lot more on the
UX - User experience.....
You can copy (to clipboard) any data in a table element type, it automatically formats this to CSV without headers.
You can create a new table element with bindings in your dashboard to filter what is in the table, then at the bottom of the pancake menu (for the table) there is a copy to clipboard option.