It doesn't. Big companies who want to be gdpr compliant buy enterprise Slack and force slack to store the data in European datacenters. Slack doesn't give a shit about gdpr if you're not paying
Doesn't that make Slack themselves non-compliant?
It probably does. But it requires someone to pick the battle (a customer or an enforcement agency on their own) to get it enforced.
Depends: Do they not delete the data if you explicitly contact them and tell them to do it, or do they just not give you a convenient button in the UI?