Please look into Von Pookie's answer, all credits to him/her.
Sub asdf()
Dim ws As Worksheet, newWb As Workbook
Application.ScreenUpdating = False
For Each ws In Sheets(Array("EID Upload", "Wages with Locals Upload", "Wages without Local Upload"))
ws.Copy
Set newWb = ActiveWorkbook
With newWb
.SaveAs ws.Name, xlCSV
.Close (False)
End With
Next ws
Application.ScreenUpdating = True
End Sub