The closest we have to that is if you add notes to the features, you can export the notes using the File menu. But you’d have to click on a feature and choose the “Notes of Selected” button next to the Select Feature button. (When you click on one it will auto-generate some details for some common features (city, fort, castle, etc.) which you can use or delete and add your own.)
The .wxx file is a gzipped txt/xml file so you could get in there to get at the list of features, but you’ll have to wade through all the rest of the data and I’m not sure it will make much sense. 🙁