To download or export the data that Microsoft Defender has associated with your Microsoft account:
Sign into https://mydefender.microsoft.com with your Microsoft account.
Select the Settings menu
at the top right corner.Select Privacy and data.
Under Microsoft Defender data select Download my data. This will start a download of your data as a text file with a file name that starts with "mydata" followed by a string of numbers and letters. You'll find it in the downloads folder for your browser.
Note
This does not delete your data from Defender or your Microsoft account, it simply lets you download a copy of the data that Microsoft Defender has for you. For more about managing your Microsoft data see View your data on the privacy dashboard.