You may use the export feature within Message Reports under Email > Messages once the Email List has been used to send a Message to:
  1. Click Email > Messages
  2. Click the graph icon for a sent message to view the message report
  3. Click the Recipients tab
  4. Click the Export to .csv button
If you want to export an Opt-out list into .csv file:

  1. Click Email > Messages
  2. Click the graph icon for a sent message to view the message report
  3. Click the Recipients tab
  4. Choose Opted out from the Status drop down field
  5. Click filter
  6. Click the Export to .csv button