A long running report, such as SELECT * FROM biblio run on a sufficiently large database, will time out when you click Download and select 'Comma separated text'. There is no way to limit the output nor is there any facility to run the query in the background and get the results later.
Just a thought; We could add a the ability to schedule reports to be run using runreport.pl. So we could say "run this report at this time with these option ( inline html, attached csv, etc ). Don't think that would be too difficult to implement.