Videos use by default compression algorithms, otherwise they would be 100 times bigger (filesize). Bad thing is that you can't actualy set video quality here. You should export your animation as PNG sequence (every frame is exported as losless PNG), then you can convert sequence into video in more sophisticated software, forexample Adobe After Effects. Or I think Windows Movie Maker should be able to do this.
How to export as PNG sequence:
Menu -> File -> Export -> Export Movie -> (select output PNG) -> Save
How to convert PNG sequence into video: