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Make a backup_migrate backup (Advanced tab).
Destination: Private Files Directory
Compression: ZIP or GZIP

Wait for it to compress.
Download the backup-2018-12-12T10-38-04.tar.zip via FTP

Then $ cd to folder of zip

WITH GZIP:

// extract in one command; this will cause an error
$ gunzip -c backup-2018-12-12T10-51-33.tar.gz | tar xopf -

// Ignore the error, file unpacks in the folder.

WITH ZIP:

// first unzip
$ unzip -a backup-2018-12-12T10-38-04.tar.zip
// then untar, this will generate an error
$ tar xopf backup-2018-12-12T10-38-04.tar

// Ignore the error, file unpacks in the folder.