Export: the "My data" link on the home screen downloads a JSON copy of your account — campaigns, characters, messages, the lot.
Delete: "Delete account" on the home screen permanently removes your account and content. It's immediate and irreversible.
Email: the "Emails" toggle (or any unsubscribe link) turns off recaps, reminders, and nudges. Transactional email like password resets always arrives. Details in the privacy policy.