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.
Navigate to the bottom of the Filters bar to see a blue button that says "Export List". 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".