So, to answer your question, no, there is not a way to save that data. When you dimensionalize data by Users, it it is exactly the same as dimenionalizing the data by another list so it will have the same consequences as deleting that list member - the data gets deleted as well.
Out of curiosity, if a user is no longer defined in the model, why would you need what they entered? "Usually" when you dimensionalize a module by Users, it is for filters of some kind for reporting, not necessarily for entering data.
There was one case with a client that required a workflow for 200+ users, and at the time ( I do not know if this is still the case) Anaplan's workflow (Process Builder) only supported up to 125 users.
We created a custom workflow for "Submitters" and "Approvers", which required data entry and data validation on both "Roles" (created as list properties).
When the Submitter or Approver selected in the list property "Role" were set to "No Access" all data validation and workflows were lost.
We have since set up two separate roles in Anaplan Submitter and Approver, as well as a Submitter Module, and Approver Module, this way we can control the access through the Roles --> Modules.
That would make sense because that user was no longer in the system and therefor the system considered them deleted, like a deleted list member. Essentially, if that user is not part of the system, they couldn't approve/deny the workflow so everything was lost.