1). You mentioned an important difference between the two products, SQLyog runs on your machine, not on a remote server. Besides having the basic administrative functions (user, db, table management…), SQLyog has several additional features.
It lets you synchronize the structure or the data of two dbs, import data from ODBC sources, drop foreign keys, create a schema for a db in HTML. Moreover, you can even schedule the sync operations.
2). SQLyog uses the LOAD DATA INFILE command to import text files as well (which won't work in your case), but you may create an ODBC data source from that CSV file and use the ODBC import instead of text file import.