There’s a very easily-discovered button to export everything. It goes to some sort of XML format that I haven’t bothered to inspect but which I assume others have written extractors for.

I don’t think I really care all that much though. Other than older heart rate data from my watch and workouts recorded on my watch, all the data is already stored in the apps that created it: Strava, Oura, Garmin, Polar, etc. If I went elsewhere, those apps will still have all their own collected information.

I don’t mind that those apps are the source of truth for stuff collected from their own devices. I just want them all to share data with and communicate to one another through Apple Health instead of insisting they can only use data they directly collected (Garmin, Oura, Polar) or requiring direct integration between every pairwise set of apps (Polar, Strava).

Not hard at all.