You should take a look at this module: https://appstore.home.mendix.com/link/app/1911/Mendix/CsvServices
This way you can retrieve any table from Mendix as a webservice. This way you retrieve all the data you want so that the local BI application can use this data to create the reports.
You should also take a look at this: https://world.mendix.com/display/howto50/Expose+data+to+BI+tools+using+OData Could be that your BI tool also supports this.
You can use the Database Replication module from the Appstore:
initial create a backup from the cloud environment and retrieve increments using a soap service? or perhaps the object backup and restore module can assist?