Migrating off of facebook

Hi everyone, my family and I have migrated off of every big tech at this point except Facebook. Reason number 1 is the Facebook marketplace, we have the best luck there for buying and selling used stuff. Reason number 2 is that we have a long long history of chatting on messenger and have no idea how we can migrate the history and feel kinda sad leaving it behind.

Does anyone face similar issues or have any suggestions? (Sorry if it's been asked before, I didn't find anything doing a quick search)