WHY cant we download a csv file of our data?

I'm not certain whether this is a suggestion to Garmin for improvements or an effort to find a solution that's workable now.

If it's the former:

Garmin doesn't routinely collect suggestions for improvement from these forums. (They also don't routinely address support issues here.) Instead, they provide this web form for submitting ideas.

If it's the latter:

A procedure for exporting a summary of all activities to CSV is documented by Garmin here. 

Exporting the daily sleep data seems to be more difficult. Here are three approaches that might work.

1) Tapirik can sync from Garmin Connect to Dropbox. I used it in the past to sync activities, but never tried step data.  Running it on-demand is free.  Having it run automatically is just $2 per year. Note that Connect limits Tapirik to syncing data collected after Tapirik has permission to access Connect data, so it'd take a few days to know whether or not Tapirik will do what you want.

2) I successfully exported weight data to CSV using this procedure. Perhaps that will work for sleep data too. The comments have some clarifications that helped me make it work.

3) This open source project on Github looks promising, although it requires some fairly technical steps.

Hope this helps.

-- Pete