Facebook had this a year ago as well. I quit and exported my data at the beginning of 2017. I actually only just looked at the export after reading this hn post. Up until now I just kept it zipped as a backup "just in case". Looking back at all the things I used to share and participate in on social media just reconfirms my decision to ditch it.
I may be wrong, but I think up to GDPR compliance, you'd only get a meager HTML file that was not machine-readable, and some (but not all) of the images?
