Office365 In-place discovery export query

I maybe required to pull down data from an Office 365 environment. The data has been collected using the In-Place eDiscovery & Hold. There are two options as I see it for data collection, Exchange Migrator or download via the web interface.

There is however more than one individual in this investigation. When pulling down the data via Exchange Migrator only a single mailbox is downloaded. To maintain a clearer separation of custodian data, I am thinking downloading via the web interface would be the better option. I just wanted to ensure, that if I choose this approach, the original data remains on the server. I am pretty confident it does, clarification on this would be greatly appreciated.