Describe the solution you'd like
Ability to export to Apache Parquet format.

EXPORT INTO PARQUET
  'azure://acme-co/customer-export-data?AZURE_ACCOUNT_KEY=hash&AZURE_ACCOUNT_NAME=acme-co'
   FROM TABLE bank.customers;

Describe alternatives you've considered
Using CSV format

Additional context
Parquet stores the file schema in the file metadata. CSV files don't store file metadata, so readers need to either be supplied with the schema or the schema needs to be inferred. Supplying a schema is tedious and inferring a schema is error prone / expensive. A couple of large customers are asking for this feature.

Epic CRDB-10340