SoftOrbits Office 365 Backup & Migration Software signs in to your mailbox with Microsoft, reads the mail, and writes it into a PST file on your disk. Microsoft keeps your mail reachable, but it does not hand you a local copy of it. The mail API that serves your mailbox hands a program single messages, not a PST file, which is why this job has always belonged to a separate program on your side. Search for how to export Office 365 mailbox to PST, or for an Office 365 migration tool, and nearly everything you find is written for an administrator with a tenant, PowerShell and an eDiscovery role. This program is written for the person who just owns the mailbox.