Your Sling Wallet is self-custodial. This means that it belongs to you, and you can do whatever you want with it, including export it into other wallet software like Phantom Wallet.
That said, we recommend limiting the number of devices you use to access your Sling Wallet for your safety and security. We carefully monitor use of your Sling Wallet, and if we detect signs that you may have lost control of your private keys, we may temporarily suspend access to our on-ramps and off-ramps while we investigate.