How do I get an export with all my registrants and their activities?

If you want a list of all the activities registered by each registrant, your best options is the registration report.

Under filters, you will see an option called "TYPE." In the drop-down select the option "Individual with Items."

 

Then select all the headers you need.

 

Click "RUN" to make sure this is what you need.

 

When you export the report by clicking "CSV," the export will list all the activities for a registrant on the same line, with each activity in a different column.