You own your data and can export your Subscribers at any time. To export your Subscribers, click on the Contacts tab on the left side navigation bar. Next, bulk select the contacts you wish to export by clicking the check box above your contacts. Click the blue "Export List" button that appears once your contacts are selected.

This will export your entire Subscriber list (both Subscribed and Unsubscribed) into a .CSV file that you can save. If you wish to only export subscribed users, you can filter by Contact Status and select "Subscribed".