Hi,
For now, there are two possible alternatives I can think of:
1- Maybe, for the time being, the best way to get as close as possible to what you want is by accessing the current WooCommerce Analytics > Stock. But at the same time activating our options for it on Analytics > Stock. Once there you can enable the cost and profit columns and even a category column. Then you can simply export the CSV regularly.
2- We have an option Products > Cost archive. Once the option is enabled, there will be a new Cost archive meta box on the admin product page, and you would be able to see the product cost on a specific date.