Hi,
No we don't offer a feature which allows to export the point cloud itself from Studio at the moment.
As for displaying labels and 3D objects in Unity - yes this is possible. Displaying high quality3D models in Unity, would be one of the main reasons why platform would be chosen in favor over the JS or Native API, I would persume. The rendering is totally on Unity side, so you can check tutorials on how to display labels and models.
Greetings
Nicola
Shashank Sharma