Ok I got it working. Save your csv as Unicode Text to the clipboard. I did csv(for Excel) and UnicodeText(for Open/LibreOffice)
Dim dataObject = New DataObject()
Dim cbytes = System.Text.Encoding.UTF8.GetBytes(csv)
Dim cstream = New System.IO.MemoryStream(cbytes)
dataObject.SetData(DataFormats.CommaSeparatedValue, cstream)
Dim bytes = System.Text.Encoding.Unicode.GetBytes(csv)
Dim stream = New System.IO.MemoryStream(bytes)
dataObject.SetData(DataFormats.UnicodeText, stream)
Clipboard.Clear()
Clipboard.SetDataObject(dataObject, True)