Exporting a PST from Office 365

We recently had an employee leave Sherpa for a new opportunity elsewhere. One of the responsibilites of my job it to ensure that no data is lost during an employee departure. With our migration to Office 365, this has involved exporting the employees inbox to a PST file after they have been gone for more than 12 months. After some quick Googling, I found this following set of instructions:

https://protection.office.com/?ContentOnly=1#/contentsearchbeta