Old-school Windows app (free) from Germany can archive mail from cloud services and export in multiple formats, https://www.mailstore.com/en/products/mailstore-home/

  As pioneers of standard email archiving software, we have been offering our customers a simple, safe, flexible, and scalable technology since 2006 .. In 2014, MailStore was acquired by Carbonite Inc., a company specializing in data-protection solutions headquartered in Boston, MA (USA). Since December 2019 we have been part of the Cybersecurity division of the Canadian software vendor OpenText.