I don't see anything you're doing wrong. I tested this myself and ran into the same situation. The UI export runs an XML download operation, so it's not as simple as a UI wrapper for CLI.
The CSR should probably be exportable via CLI, but clearly it's not.
As a workaround, you can run:
show config candidate
Then do a / to start a find, and type the name of the CSR (testcert). It will show you the raw CSR that you can copy then you can put it directly onto the target SSH server.
I'd recommend submitting a feature request with your account team as well. It may have been missed as a requirement, or there may have been a reason for not adding that CLI option, but getting it submitted with your account team can go a long way to getting it implemented.
Cheers,
Greg
<edit, replaced "running" with "candidate", in case the CSR hasn't been added to the running config via a commit yet>
... View more