What you have to understand is that there is no cell in a .csv file. It is just a text file with specific fields/records separators (tabulations, commas, semicolons, carriage return...).
Thus storing a field with a line break is not possible 'as is' in a .csv file.
So, to be able to store your value corectly, you need to get rid of CR-LF in your data.
This could be achieved with the following code, for example :
columnValue = columnValue.Replace(Environment.NewLine, string.Empty);
Here we replace the new-line characters with a blank one, actually suppressing the line break. But you could replace by another character, if you want to be able to know which line breaks were removed.
Hope this helps.