Do you want to set pipe as the delimiter at a global level? Or just for this one report? I'm looking at the Export Format Options file (available on the Start Menu) and I'm seeing this section:
<CharacterSeparatedValues>
<ExportMode>0</ExportMode> <!-- -1=Legacy, 0=Standard -->
<Delimiter></Delimiter>
<SeparatorText>,</SeparatorText>
<ReportSectionsOption>1</ReportSectionsOption> <!-- 0=Export, 1=ExportIsolated, 2=DoNotExport -->
<GroupSectionsOption>0</GroupSectionsOption> <!-- 0=Export, 1=ExportIsolated, 2=DoNotExport -->
</CharacterSeparatedValues>
I'm thinking you could change the SeparatorText value to a pipe character, but that would be a global change. If that works for you, it's worth trying. If not, I'm not sure what plan B is yet.