Hi @JaixuSanzhi,
I'm afraid exporting report of Message center is currently not supported in Microsoft 365 admin center even using PowerShell. I suggest you posting your idea in this feedback portal: https://feedbackportal.microsoft.com/feedback/forum/d6a21c42-fe1b-ec11-b6e7-0022481f8472. I hope it will be available in the future.
Hope my answer helps :)
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