Alright so I just found this nifty little online tool. Allows you to export Strava Segments and rides seeing as Strava has not implemented this themselves yet. Might be old and perhaps I am Just catching up with the times but I thought I would share my "Best new thing in the world" from yesterday.

TCX:http://cosmocatalano.com/strava-to-tcx/
GPX:http://cosmocatalano.com/strava-gpx-export/

(The sites do link to eachother so two links might be redundant but hey)