It probably works fine, downloads to CSV with the correct format, but you are probably inspecting the resulting downloaded CSV by opening the CSV with Excel. Excel formats the Date to “9/17/2019 10:09:00 AM”.
Try opening the CSV in notepad to check if the date is formatted correctly. Notepad does not apply a dateformat to the date-strings it finds.
In addition to Tim’s answer, your format might also be referencing the wrong types within the date.
I believe that your minutes (09) are referencing Months. Formatting is case sensitive, for example MM = Month, while mm=Minutes.
Your format should probably be ’yyyy-MM-dd HH:mm:ss’ if you encounter further issues with the actual data exported.
Hope this helps