If performance is an issue, do not take a copy of the list every time, use the reference:

my $rs = $schema->resultset ("UrTable")->search ({ ur => "search" });

my $csv = Text::CSV_XS->new ({ binary => 1, auto_diag => 1, eol => "\r
+\n" })
    or die "Cannot use CSV: ", Text::CSV_XS->error_diag;

my @headers = $rs->result_source->columns;
$csv->print (*STDOUT, \@headers);
#                     ^

my $cursor = $rs->cursor;
while (my @vals = $cursor->next) {
    $csv->print (*STDOUT, \@vals);
#                         ^
    }
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I should also note that say has runtime overhead. For top-speed, use the eol attribute and print.

*STDOUT does not require the backslach in Text::CSV_XS (I just verified with 5.8.1 and Text::CSV_XS-1.12).

Performance-wise it is a shame that DBIx::Class::Cursor's next (got to DBIx::Class::ResultSet's next for the actual documentation) uses DBI's fetchrow_array instead of the faster and more efficient fetchrow_arrayref (or it's alias fetch), which could then directly be passed to $csv->print.