If this current configured Application Insights resource is a workspace-based resource already, you can use diagnostic settings for exporting telemetry.
Select Diagnostic settings > add diagnostic setting
from within your Application Insights resource. You can select all tables, or a subset of tables to archive to a storage account, or to stream to an Azure Event Hub as convenient.
However, if it is a classic Application Insights resource, you can export telemetry by creating a Continuous Export. However, note that Continuous export has been deprecated and it is recommended to migrate to a workspace-based Application Insights resource to use diagnostic settings.