Hey Chris,
Sorry for the trouble here!
This is something we’re working on fixing within our products. For more elaboration on this problem, and see to a temporary code snippet that you can use to get that information to be included in your CSVs, check out this thread here → https://theeventscalendar.com/support/forums/topic/attendees-list-is-missing-purchaser-name-since-4-1-update
As noted in that thread, we’re working on fixing this outright in a future release.
The temporary code fix, to save you a click if you just want the fix itself, is to copy and paste the code from this Gist into your theme’s functions.php file:
https://gist.github.com/barryhughes/3be509552be340039f8f#file-add-email-col_et-41-php
Sorry for the trouble here—let me know if this helps!
George