When a single cell is copied from the DataGridView escaping is not applied to the value insert into the clipboard as CSV. If more than one cell is copied the values are escaped properly.
If the cell is the first and last cell, and is in the first and last row (i.e. it is the only cell) no escaping is applied. This is a problem if the value in the cell contains text that must be escaped (like a comma). For example if the cell contains the value "$1,000" it will not be quoted in the CSV and any tool that parses CSV from the clipboard will parse the data as two cells: "$1" and "000".
Note that copying a single cell with the value "$1,000" will produce exactly the same output on the clipboard as copying two cells with the values "$1" and "000".