It only saves to XRNS. If you would connect Renoise to another host using a virtual MIDI cable like MIDI Yoke, you could record the MIDI data on the other host and export to MIDI, but that is a bit everything.
Owh, there is also a script that converts Renoise songs to MIDI using a PHP engine:
You need this:
https://forum.renoise.com/t/xrns-php-using-windows/20469
and this (script is also included in the upper package, but don’t know if it is the latest):
https://forum.renoise.com/t/xrenoise-to-mid/18047
If you want to write your own converter, you can simply rename .XRNS to .zip and unpack the xml data that is in it.
More info about this can be found here:
https://forum.renoise.com/t/accessing-the-xml-and-sample-files-in-xrns-xrni-and-xrnt-files/18683
Renoise itself will not aim towards exporting to deprecated mod formats. If you need stuff like XM or .MOD for games or console games, Milkytracker is the better way to go…