You'd have to shift the e-mails yourself. Can you see the e-mails if you log in to the web interface provided by Purple Cloud?
You may also have a web interface file manager provided. Have a look for a mail directory at the top level. Under that there may well be separate directories for each domain you host with Purple Cloud. You may well be able to download the e-mail directly from there (all the files in cur directories if it's a maildir based system).