Buying the music is great if the expense isn’t going to hurt your wallet too much, and hey, I'm sure it supports the artists far more, but as @ghdprentice noted, there are several third-party apps that can download your playlist as a .csv (Excel type spreadsheet file) or a .txt file for you to save to your PC. Then you can import that list into other streaming providers and get most of what you have.
I did that using TuneMyMusic when I finally got fed up with waiting on Spotify to go lossless and switched to Tidal. I think I only "lost" a very few albums, maybe 10 or 20 max.
I subscribed to TuneMyMusic for a month, used it to download a .csv file, and do the transfer to Tidal, then I cancelled the service. And I have an offline searchable database (the Excel file) to be able to remember what I enjoyed listening to.