You can export all health and fitness data with no trouble using the Health app.

1. Open the health app

2. Tap on your face in the upper right

3. Scroll down to the bottom and tap "export all data" or whatever it says.

Bam: every workout and every health measurement in an XML file.

Whoever told you apple locks down health and fitness data was either mistaken or lying to you.

edit: here is a more technical explanation https://www.ryanpraski.com/apple-health-data-how-to-export-a...