Are you sure it's not a policy thing?Ya it's a policy thing. I want a copy for my records.
I will, then, just point out that you don't own that data and, however much you may want it, you don't have a right to take it. Making copies of data you are not authorized to make copies of is grounds for discipline or termination. There are, of course, times to knowingly violate such policies; I hope if you intend to do so it's for a better reason than merely wanting to have a copy for your records.