If you are worried about saving your data and not having locked it in that particular cloud vendor, I think that's a very valid worry.

Your only choice is to research the service, and test that you can extract your data and save it in a useable form. You should also look for any limits on size of your data extracts, maybe you can save a small amount of data and think things are ok but maybe a much larger dataset saved over years might not be so easy?

You need to test everything anyways so add that test to the list!