[BUG] "csv" output format get_offline_features doesn't include the header (feature names).

Willingness to contribute

No. I cannot contribute a bug fix at this time.

Feathr version

0.8.0

System information

• OS Platform and Distribution (e.g., Linux Ubuntu 20.0): Ubuntu 20
• Python version: 3.10

Describe the problem

get_offline_features with the output format to be csv returns csv files without headers so that all the column names get lost including the feature names.

Tracking information

No response

Code to reproduce bug

No response

What component(s) does this bug affect?

• Python Client: This is the client users use to interact with most of our API. Mostly written in Python.
• Computation Engine: The computation engine that execute the actual feature join and generation work. Mostly in Scala and Spark.
• Feature Registry API: The frontend API layer supports SQL, Purview(Atlas) as storage. The API layer is in Python(FAST API)
• Feature Registry Web UI: The Web UI for feature registry. Written in React