@Vineesha Reddy
I was researching your issue and was only able to find a way to do this using the Azure Portal. Additionally, I tried using PowerShell and CLI commands but wasn't able to download a certificate in .cer format.
You can find a complete list of PowerShell and CLI commands for the Azure Key Vault below:
I'll reach out to my team to see if there are any other options when it comes to downloading a certificate in .cer format.
----------
Please let us know if any reply/answer helped resolve your question. If so, please remember to "mark as answer" so that others in the community facing similar issues can easily find a solution.