That presumes the client stores anything locally + in plaintext. Clients like Facebook Messenger, Slack, and Discord have no local storage other than (opaque, fragmentary, useless) cache databases, because they're just "webapps in a can"; while many of the more modern native chat clients like WhatsApp, Signal, Telegram, etc keep all their synced state encrypted-at-rest on disk.

Also, that presumes you're on desktop. On mobile, you just can't poke into another app's sandbox/container that way (unless the target app hasn't explicitly granted made some part of its container-filesystem externally accessible; and there's no reason these apps would.) And many people only have a mobile device.

If you're okay with a partial solution, a far easier one would be scraping the data out of the few clients that have web-app versions through browser extensions that read the state out of the page they're running in.