I've found it in the source (export.php) - I'm just wondering if it can be added as an option of the export page, or if I can have some help to write this into a wordpress filter?
// set the separater
$separator = apply_filters('gform_export_separator_' . $form_id, apply_filters('gform_export_separator', ',', $form_id), $form_id);
change to:
// set the separater
$separator = apply_filters('gform_export_separator_' . $form_id, apply_filters('gform_export_separator', '|', $form_id), $form_id);