Backing up Office 365 data depends on your setting and the amount of control you want over the process. From a system administrator perspective, Microsoft indeed provides internal options like eDiscovery export in the Compliance Portal. It serves the purpose, however, quite often, it is not the best and most effective way, especially if you are handling multiple mailboxes or huge datasets. Besides, the procedure might be quite complicated, involving several steps, and definitely, it is not suitable for regular backups.

Actually, in many cases, IT departments support a dedicated backup solution because it offers more control and higher consistency. For example, Kernel Office 365 Backup Tool is one of the choices for getting the backup of mailboxes directly from Microsoft 365 without losing the folder structure and the metadata. Typically, it is the method of choice when administrators want a simple backup process without excessive dependence on manual export workflows.