There are two ways to save data in PScope. The first it so look at the raw data, File-> save data as... this will give the data point by point as it is sampled. You can save this and then put it into Matlab or python and do your own signal processing, FFT, etc and extract the phase data.
The second way is to save the FFT data. File->save FFT... This will save both a magnitude FFT and a complex FFT. You can import these into matlab, python, etc and use them for your analysis as well.