Other apps allow you to download ALL your data in a .zip file, for example in Runkeeper I can select a date period and all the data is compressed as individual .tcx files which I can easily import/migrate to another service. Which is exactly what I did when I migrated from Runkeeper to Garmin.
However it would seem I can't do the same here, so if I ever decided to leave I can't take my data with me unless I painstakingly export files one by one?
Export all activities as .cvs is of no use in this case, as the importing tools need files in TCX FIT GPX formats.
This applies to Mac/Windows obviously, it's a generic software issue.