I asked Support:

Is it possible to export a thread before deleting it?

and the reply:

Hello,

There is no way in which to export a topic in any way at the present time.

There should be; this is my feature request. The whole Community software system is a database; from my perspective, to be able to export a thread belongs to the Moderator tool set. Please consider.

Why would you want to export a thread? What format should it be? What would you do with the data?

18 minutes ago, Daniel F said:

What would you do with the data?

Import it to a spare forum not accessible to anyone else? (Such as other admins with full access to the original forum)

 

11 hours ago, Misi said:

Import it to a spare forum not accessible to anyone else? (Such as other admins with full access to the original forum)

 

Isn't that the same as moving it?

12 hours ago, socceronly said:

Isn't that the same as moving it?

No, it is not.
What I mean is to export-import it from mysite.com/forum to mysite.com/testforum.
Only the site's owner has access to it.