Hey there, welcome to the Community!
Atlassian provides some unsupported scripts for backing up data from Jira Cloud (as well as Confluence Cloud). There are options in bash, Powershell, and Python. Take a look here and see if these will meet your needs!
If you're looking to get individual issues (either one or a bunch) instead of an entire site backup, there are many add-ons available on the marketplace. Depending on what you need, they can export to PDF, CSV, Excel, Google Sheets, and other formats. Here's a link to some export-capable plugins on the marketplace.
Cheers,
Daniel | Atlassian Support
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