Microsoft is not responsible for your backup, just because your data is in the cloud doesn’t mean it’s protected. Microsoft provides service availability—but you are responsible for your data security, retention, and recovery. Backup ensures business continuity. You need a reliable solution for email, OneDrive, SharePoint & Teams data. I will recommend you try Migrate Cloud Data Office 365 Migration Tool that offers a complete solution to migrate the office 365 mailbox data into different formats like CSV, PST, PDF, DOC, MBOX, MSG, HTML, JSON, etc. Also, you can migrate Office 365 Email to Gmail, Yahoo, Thunderbird, IMAP, Zoho Mail, and many more webmail email clients.