You can transfer to an individual IRA/Rollover account.
I will also add that the first congresscritter that votes to take my retirement funds will be deemed enemy of my state. So far, we have allowed the looting to be done throught the tax system, by professional crooks, but this would be a line that would trigger the go signal IMHO.
She said “without leaving the employer”. You can’t roll a 401k to a private IRA while you are still employed by the company that sponsors the plan.