Traditional desktop software typically saved your work in files that you could save forever and often open in other applications. SaaS and web apps tend to make it harder to take your data with you.
What SaaS actually makes it easy to export your data and use it elsewhere? And what software do you wish had better export tools?
Hahahaha. Sigh. Slack. Slack has, quite possibly, the worst export of any product I have ever used. If you're fortunate enough to be approved for Corporate Export, it's just a massive bucket of JSON files, which you either need to pay for an eDiscovery Tool to use or an alternative. God help you if your export has anything weird or something is corrupt, Slack offers zero help (and say as such) and basically have the attitude of "We don't want to make this, and we were forced to begrudgingly. It's up to you to figure it out." For an application that's pushing into the Enterprise aggressively, they seem stunned to hear you need to export chats (because, it turns out, people say stupid things in a work chat app that can get you fired.) If you have a need to view this, Cincher is an incredible tool and worth every penny to view and export chats in situations like this.
Evernote has a fairly simple XML format, which matches their internal format & quite horrifyingly reveals the lack of a style dictionary, with styles applied to each element. So it's usable but wordy. It does lack any indication of the original Notebook.
BitBucket's issue exporter is an unusable JSON dump of the internal data structure, in sad contrast to the clean CSV importable export I used to get from FogBugz.
Google's core apps have quite good export tools thanks to Google Takeout. If anything, that tool is hard to use because it offers so much data from Google tools you may have never heard of or realized you used. Most importantly, it can bulk export your Docs, Sheets, and Slides files in standard Office formats or PDF to use elsewhere. The biggest downside is the Office formats may not retain your formatting; I do wish it had an option to export both Office formats and PDF at the same time (almost like a camera saving a JPG and RAW file together) so you could get the data in a usable format and have an archived copy of how the original worked. And it would also be nice if Google Drive sync just automatically synced those files every time you create a new Google Doc—that on its own would prevent you from needing much of their export functionality.
This is an increasing focus for companies today, however, not every company provides a great data export feature natively as the process of exporting data and re-importing it into another tool manually is painful and prone to errors that can lead to data loss or inconsistency.
Tools like Integromat make it incredibly easy (ok maybe relatively easier) to move data between tools and systems without compromising on data quality.
Basecamp has a cool approach to this. They allow you to download an html archive of your projects, so you can view the discussions offline, using your browser, as if you were still in Basecamp. Not the friendliest in terms of getting your data into another platform, but also not completely silo-ed.
While it's possible that other survey/form tools function similarly, I think SurveyMonkey does a great job of letting you export information in a variety of methods and file types (ie. PDF, .XLS, .CSV, .PPTX, or SPSS). You need the paid version to access the export features but it's great to have the option of exporting both the raw data and/or graphs displaying the survey results.
As others have mentioned, API access is ideal for gathering the data - and with the Zapier's/Integromats of the world, you don't need to be a developer to make us of it.