It would be possible for the admin to add that functionality, but I don't think he will. So you have a couple of options, none of which are simple. You could do it manually which would take a very long time considering your post count. You could also code your own script to automate the process, which could be very educational and even a little fun.
If you do a script then this is how I'd imagine it work:
- Start with a search for all posts by your user.
- Go to the post.
- Copy the content to a file.
- Go back to search results.
- Open the next item.
- Loop step 3 to 5 until all items on the page are copied and go to next page.
- Loop step 6 until you're out of pages.
I did a quick Google search and I didn't find a script that already does this for XenForo, so you're gonna have to make it yourself or get someone else to make it. It is doable though, it just isn't easy.
The last alternative is to ask the admin if he has an easy way of exporting your posts and ask nicely if he can do it for you. Not sure how this forum software is structured on the server side though, might not be easy.