How do I export data using PostgreSQL COPY command in required format?
You cannot.  Just ask an editor to replace \, with ,.  

Otherwise, if the desired output format is really what you want, you can change the query:

SELECT id::text || ',' || 
       value_1::text || ',' || ... || 
       your_array_column
...


In any case, I'd suggest fixing your array data type.  Storing numbers as text looks really bad.