Amazon doesn't give Access to RDS Server directly ( they expose it only through service RDS) hence, "select into outfile" doesn't work.. Even the master user does not have privileges of FILE.
I created ticket with Amazon; talked at length with them.. They suggested few work-around like using Data Pipeline etc.. but all are too complicated..
Surely one of the way could be to use tool like MYSql Workbench --> execute query --> Export to CSV.. Only problem with this approach is that you need to execute same query twice on server and is problematic if your output is having thousands of rows.