1. Data Export – Setup –> Data Management –> Data Export.

Note:
Enable the below.
1. Include images, documents, and attachments              
2. Include Salesforce Files and Salesforce CRM Content document versions 

2.  Keep checking this link for Salesforce idea to be delivered.

https://trailblazer.salesforce.com/ideaView?id=08730000000KJr2AAG