Take my own business, which is a social network for writers. Imagine someone coming along one day and complaining about their right to export the writing they've posted, and their personal profile, and hey, while we're at it, all of their private messages in a nice XML hierarchy, and why not an annotated list of the critiques they've written, because it's their data dammit! The cost to develop that kind of system because someone has the idea in their head that it's some kind of new-fangled digital Right-with-a-capital-R would put me behind for months. Sure I'll delete your data if you leave, but if you don't want my data stored on only my servers, then don't use my site.
Edit: This could easily be framed as a consumer-damaging argument. I suspect that many of the people who support data portability "rights" are also the sort of people who support anti-DRM campaigns (which I do too, for the record). But if you have the right to demand your data back from a company at any time, why shouldn't the company have the right to demand its own data back from YOU--music, books, movies? Remember the fuss that happened with Amazon deleted some people's purchased Kindle books--which is nothing but data a consumer has licensed--from their devices without warning?