How to export a PST from your Office 365 Tenant – the GUI way .

Login to 365 tenant and go to “admin” and select “security & compliance” Exchange
Select Edit and verify that these roles are selected :
Case Management
Compliance Search
RMS Decrypt
now go to “content search”:
click “new search”:
Select 1, then 2 to find a specific mailbox to export.
Type the email or account.
Click “Save&Run”
Now give a name to your Save search  and click “Save”
Now select your Export Job, and then “more” and “Export results” 
select Export
Now go  to Export on the grey bar, select you export job,and then wait that the export process is complete.
when is finished , copy the Export Key, then press “Download results” 
At this point java applet starts…
Paste the key copied before, select a destination folder and presss START.
that’s it!