While it's not currently possible to download a file with all your site data, you can create backups of all your site pages and data with either one of these apps:
- https://websitedownloader.io (Online app, All operating systems)
- https://www.httrack.com (Windows)
- https://ricks-apps.com/osx/sitesucker (MacOS)
These apps will download each page of your site into a local file on your computer which you can use to build a future site.