Issues are disposable data, it has an expiration date. Once you closed an issue, there's little value in it. Most of the valuable data ends up in the Wiki (or in code), and Wikis are actually Git repositories. You can't make it easier to backup.

Wanna try it? Take any repository, for example Hubot: https://github.com/github/hubot. Now go ahead and run:

git clone https://github.com/github/hubot.wiki.git