Currently, when exporting a plan's data to a CSV file, as described here, only the following information is exported:

• Project
• Releases
• Team
• Assignee
• Sprint
• Target start date
• Target end date
• Due date Estimates (d)
• Parent
• Priority
• Labels
• Components
• Issue key
• Issue status
• Progress (%)
• Progress completed (d)
• Progress remaining (d)
• Progress (%) issue count (IC)
• To do IC
• In progress IC
• Done IC
• Total IC
• Start date (roll-up)
• Start date

As we can see, the dependencies aren't exported.

The CSV export feature SHOULD include the dependencies.