It is very interesting question. You should create an "idea" post to suggest this functionality to Adobe Campaign R&D team.
In the meanwhile, you can have a look in the AC Reports, how the menu for exporting as PDF is done. And you can modify the Delivery form (xtk:form) to add an object button for calling a similar code for doing the same.
Jean-Serge Biron, thanks for sharing your thoughts. When I was transfetting all my data and emails from eml to outlook, first of all I've done all the pdf copies of the most important things of my work, but then I've realized that transfer of three thousand emails one by one manually would take maybe months or even years, that why I've used this app (outlooktransfer.com/products/eml-to-outlook-transfer/), that accomplished this work for 7 minutes only.