You can export either summary or detailed statistics for multiple email campaigns at once to one csv file.

Go the Statistics tab -> Email Campaign Statistics

On the next screen, go to the drop down box under "Choose an action" and select what action you would like to complete.

Now, check the checkboxes to the left of the email campaigns that you want to export the stats from and click the "Go" button to export those stats to a csv file.

When the export file is ready to download, you will see a message like the one below.  Click on the link to download the file and it will download to your browser downloads.