You can restore mailboxes by AD Group in Exchange Online to a disk as an MSG file.
Procedure
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From the Command Center navigation pane, go to Protect > Microsoft 365.
The Microsoft 365 Overview page appears.
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On the Apps tab, in the App name column, click the app that contains the item that you want to restore.
The app page appears.
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Click on Restore on the upper-right area of the page.
The available Restore options tool appears.
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To restore groups of mailboxes, select Restore mailboxes by AD Group, and then click Next.
All AD groups appear in a list.
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From the list, select the backed up groups you want to restore and then click Next.
You can use the Search bar to filter and find the AD group items you want to restore.
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At the top-left area of the page, click Restore.
The Restore options tool appears.
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On the Destination tab, select File Location, configure the restore destination, and then click Next.
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From the Server list, select the server where the data will be restored.
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From the File type list, select MSG.
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Beside the Path list, click Browse, select a folder from the list.
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Click Save.
The Options tab appears.
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To include deleted items in the restore, select Include deleted items, and then click Next.
The Review tab appears.
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Review the items you selected for restore, and then click Submit to start the restore operation.
The Summary tab appears.
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Click Close.