Yahoo Mail

 Yahoo Mail  is an email service hosted by Yahoo.

How to Export
Yahoo Mail does not have an export feature, but suggests:
 * Printing a hard copy
 * Forward a single email to another email address
 * Save multiple emails by setting up POP access in Yahoo Mail
 * Copy and paste each email that you want saved into a text editor

Yahoo Mail does support IMAP, so that may also be an option to backup/migrate your email messages. 

ProtonMail says they are working on a tool to help you import and export your emails. 

Difficulty Exporting Email

 * - Users mentioned Yahoo does not offer an export of their email messages.