Instead of the dot commands, you could use sqlite3 command options:
sqlite3 -header -csv my_db.db "select * from my_table;" > out.csv
This makes it a one-liner.
Also, you can run a sql script file:
sqlite3 -header -csv my_db.db < my_script.sql > out.csv
Use sqlite3 -help
to see the list of available options.