These features, though undocumented in many respects, don't see to be working in 4 EA3. They do work in 3.2.10.09, which is the version I upgraded from.
I am on a 10g database, and I ran the following query w/ F5:
SELECT /*csv*/ * FROM dual;
The Logging Page of the Log window displays the following:
It's fixed for the next update.