Hi Andrew,
If i interpret the message correctly it does not mean it does not support double quote characters, but it does not support the separator character, quote character or escape caharcter to be the same character.
Anyway, you are referring to a community supported component. In that case there is no support from Mendix. You may want to send the developer a mail or raise an issue here: https://github.com/ArjenLammers/csv-connector
I hope this helps.