I have also been having the same issue.
Initially, I thought the issue was that coinbase's CSV file contains 7 rows of additional data before the header row in the CSV. I removed those rows (and the extra newline from the end of the file), so that the only remaining data in the CSV is the header row and all the data.
I have also tried downloading (from Coinbase) and uploading (to TurboTax) one asset (e.g. BTC) at a time (instead of All Assets), and get the same "No headers found in this file" error.
It seems to me like TurboTax isn't expecting the data in the format that Coinbase provides it.
Hopefully the folks at turbo tax can fix this issue, OR: Give detailed documentation on the format that TurboTax expects the CSV.
I'd much rather massage the format of the CSV than to manually import/calculate all my cryptocurrency transactions for the year.
