I would use the Power Query Add-In for this. Power Query is a free Add-In from Microsoft for Excel 2010 and 2013, and is built into Excel 2016 on the Data ribbon, under Get & Transform.
The easiest way would be to export the CSV files to a folder. Then click New Query / From File / From Folder. Power Query will automatically detect column headings, data types etc and append the data from all the files in the folder into a single Excel Table.
No code is needed.