Gatekeeper won't let LibreOffice open .csv files
I had the same problem and finally managed to fix it. Simply adding 'Libreoffice Vanilla' by doing a right click on a csv file and choosing that app did not remember this for all csv files, as you state.
I was able to configure it by going to the info of a single csv file (mac button & i or rightclick and 'Get Info'). Open the 'Open with' apps list and you'll probably need to choose the 'Other' option at the bottom. Choose the 'All Application' selection and 'Always Open With' option while finding the Libreoffice app in the list and confirm that selection.
Now you'll have to click the 'Change all' button right under the App selection combo box on the general file info window. This step ensured all other csv files to open using Libreoffice from then on.
Gatekeeper has no bearing on what app is allowed to open what documents. An easy work-around is to Option-click on the app and choose Open which should cause Gatekeeper to register it as you wanting to override it. (You could also try this on the csv file in question, it may force a Gatekeeper override there too.)
Update: Added this answer because I thought I'd found the solution (see next paragraph) but it turns out that only fixes it for the ONE .csv file you "train" it with. Still have the same issue when I try to make it open any other .csv file.
OK, I think this was a conflation of several issues. I just downloaded an update to LibreOffice Vanilla where the first fix was "Clicking on files in Finder opens the file in LibreOffice now". So I sorta think that was part of the confusion.
Now that that part of LibreOffice was working, I went through the right-click "Open With" process I described originally followed by the "Open Anyway" in Security Preferences. That seemed to make LibreOffice the default app for .csv. Then I double-clicked on a .csv file and got the same error message, so I repeated the "Open Anyway" in Security Preferences.
That seems to have done the trick: double-clicking on .csv files makes them open in LibreOffice without any issues now.