Most services that store data in Azure use Storage in the background and thus have the
same data redundancy standards, which is a minimum of three copies at all times. Unless the service specifically offers geo-redundant options, this will be either locally-redundant (LRS) or zone-redundant (ZRS). Continuous export gives you an additional
3 copies, and exporting to geo-redundant storage (GRS and it's variants) creates another 3 copies in the paired region.
You can read up on Storage data redundancy standards here: https://docs.microsoft.com/en-us/azure/storage/common/storage-redundancy
And paired regions used for geo-redundant storage: https://docs.microsoft.com/en-us/azure/best-practices-availability-paired-regions
If you would like to export the data outside of Azure, there is no tailor-made solution for this provided by Microsoft. but you can create one or use a 3rd party tool with the export API: https://dev.applicationinsights.io/