I completely agree that this can be frustrating. For what it's worth, the data from a research study aren't necessarily going to be clinically informative to a GP or even to a radiologist. Structural MRI data could potentially be interpreted, but the sequences collected for research are still different than what you'd get if you went in for a clinical scan.
And if you're interested in having the data for your own purposes, there may still be some liability concerns for the researchers. There's always an agreement to keep MRI data under strict supervision to avoid leaks of personal health information, so providing those data to participants (safeguards or no) could potentially count as a breach of protocol.