Ask HN: Is it legal for WhatsApp to cannot export your data?

WhatsApp is one of the most popular messenging app in the world. Even if it offers ways to backup your data to Google Drive or iCloud, it doesn't offer a way for users to export the data in an interoperable way. Something that would allow me to move my chat data to other apps, like Signal.

Knowing that this data isn't stored on their servers but on users device, is it a way to bypass the GDPR protections?