When downloading Assistant threads, the "contemplating" stages of Research (Experimental) and "scratchpad.md"/"plan" stages of Research are not exported. This behaviour is unlike that expressed in an assortment of other models I tested this behaviour with, like GLM-4.7 (reasoning), Claude 4.6 Sonnet (reasoning), and Qwen3-235B (reasoning). These all contain their "thinking" stages. For reference, I did not test Quick.
Please see the below screen recording for reference.
Links to the threads: