Adding row numbering to list fields would not automatically make them available in CSV exports. These are 2 components that work very differently. In order to offer both, we´d have to put in the work to implement this feature in the list component as well as the server-side CSV-exporter.
I´ll add it to the wish list, but I don´t see a strong case yet, why this feature is particularly useful.
Using external tools is not "the best approach" to create reports, I would say. Organizations run reports inside r3 every day, including nice-looking PDFs. It can be an easier approach, depending on what you want to achieve and what tools and/or skills you have.