I spoke with support and confirmed there is no export to PDF option. Currently, our message archiver only exports to .PST or .ZIP. Exporting to .PDF would be a wonderful feature enhancement.
We have to export to .pst or .zip to get the .eml files and put them in outlook and then open each individual file and print to pdf, or use a 3rd party add-in in Outlook to print multiple selections at once. If we could export the search results to a single pdf (or individual pdf files) it would make the process a lot quicker and easier.