To use LOAD DATA LOCAL INFILE in Magento 2.x SQL queries, you have to modify app/etc/env.php by adding
'driver_options' => [\PDO::MYSQL_ATTR_LOCAL_INFILE=>1]
as follow:

....

array(
            'default' =>
            array(
                'host' => 'localhost',
                'dbname' => 'database',
                'username' => 'username',
                'password' => 'password',
                'model' => 'mysql4',
                'engine' => 'innodb',
                'initStatements' => 'SET NAMES utf8;',
                'active' => '1',
                'driver_options' => [\PDO::MYSQL_ATTR_LOCAL_INFILE=>1]
            ),
        ),

....