Yes, messages can be exported in MBOX format.  However, in order to do so, users must be granted permission to "Download Exports". 
Many production tools like Encase, Clearwell, and Concordance are able to use MBOX formatted files for the final production phases. For situations where an .eml or .pst file is required, some customers have leveraged the third party tool from Aid4Mail to convert MBOX files to those formats.