If you need this for moving data among databases, as you indicate in your comments, I'd suggest using psql and its \copy command.
This will definitely work, as it writes the files onto the local machine (the one the client is running on, eg. your laptop), and if you can connect using pgAdmin 4, you can also connect using psql.
The process would look like
psql -h dbhost -U whatever -d yourdb
psql> \copy table_name TO ~/table_name.csv WITH (FORMAT csv)
psql> \q
psql -h other-dbhost -U whatever -d your_other_db
psql> \copy other_table FROM ~/table_name.csv WITH (FORMAT csv)
The file location syntax assumes you are on Linux.
COPY TOa csv file and thenCOPY FROMa csv file solution I've found elsewhere because I can't write files on the database server I'm working with.\copyfrompsql. The latter gives you the same functionality as the nativeCOPY, but it writes/reads to/from the machine where the client is running.psqlaccess and no text editor to write a csv file with. This is why copy doesn't seem to be the write path to go down.