I would love to be able to download an ESRI shape file of the life map
May not be exactly what you are thinking but there is the option to download a 9000x6750 digital version of a city.
As another alternative, if you use Strava, someone created an applet that exports each activity to GPX and into a Google folder. Could then import those into Google Earth or like.
https://ifttt.com/applets/ZDMKjVRG-strava-new-sports-activity-upload-gpx-file-to-google-drive
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For activities from longer ago, Strava should also provide a data takeout of all your activities somewhere on the desktop site (probably settings). I have not checked it in a while, but have used it several times in the past. If I remember correctly, basically you start the request, they mail you a zipfile when the request is processed by the system with all the gpx files in it. If you’re in the EU, then getting that data might even fall under GDPR requests 
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