Unfortunately themes are not downloadable from WordPress.com - if you wish to use a theme on a self hosted website then you should buy one of the themes from our site.
If you've already purchased the theme from WordPress.com then you can't transfer it. This is a standard part of the WordPress.com policy that is mentioned on the WordPress.com premium theme information page.
If you have purchased your theme in the last 30 days on WordPress.com then you can find out how to get a refund here.
WordPress.com offer a Guide Transfer service. This is a service that will help you, install WordPress, and move your website data to another web host. Please note that the Guided Transfer service does not include transferring premium themes.
If you have the technical know-how then it's relatively easy to transfer the content of your site from WordPress.com to a self hosted site. There's a tutorial on transferring WordPress on WPBeginner.
We'd love to get some feedback to help us create better themes.