Use BCP utility
bcp "SELECT A.*
FROM dfs.ff.`filea.json` A
LEFT JOIN dfs.ff.`fileb.json` B ON (A.quote = B.quote)
WHERE B.C IS NULL" queryout "D:\MyTable.csv" -c -t , -S SERVERNAME -T
The -c argument specifies character output, as opposed to SQL's native binary format; this defaults to tab-separated values, but -t , changes the field terminator to commas. -T specifies Windows authentication ("trusted connection"), otherwise use -U MyUserName -P MyPassword.
This doesn't export column headers by default. You need to use a UNION ALL for headers
OR
Use SQLCMD
SQLCMD -S SERVERNAME -E -Q "SELECT A.*
FROM dfs.ff.`filea.json` A
LEFT JOIN dfs.ff.`fileb.json` B ON (A.quote = B.quote)
WHERE B.C IS NULL"
-s "," -o "D:\MyData.csv"
Also
http://www.egenconsulting.com/output-sql-to-csv/
http://solvedstack.com/questions/is-there-a-select-into-outfile-equivalent-in-sql-server-management-studio