Unfortunately, transferring TurboTax Online returns into TurboTax Desktop software is not possible. TurboTax Online can't create .tt files, which is what TurboTax Desktop uses.
You can still print or download a PDF copy of your TurboTax Online return. Please see this TurboTax FAQ for instructions: In the online edition of TurboTax, how do I print a copy of my tax return?
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I do not see why this is not available. It should be made available. The only reason I bought on line last year was that they were sold out of Desktop version and now I am being punished because you want to push your online version. I am not happy about this.