Radarbox should be saving data to MyLog as it goes along. Mine does. I check by running a daily report, and the entries are there in MyLog, without having to shutdown Radarbox. I do wonder if there's a problem with the way database updates are being commited by ANRB.
Is there a common theme among those seeing this problem? Does your MyLog.db3-journal file get very large (>20KB), without database commits taking place? Do you open the database outside of Radarbox (using SQL, for example), whilst Radarbox is running?