This item is still under review. No new updates at this time.
Export data and messages is a critical feature which keeps us away from using Teams. Please catch up with slack features (see: https://get.slack.help/hc/en-us/articles/201658943-Export-data-and-message-history).
The feature team is still considering this item. No confirmation yet.
We are still considering this feature for future releases, and will continue to update the status when it changes.