One would hope the people on bluesky understand that they're posting publically to a centralized database. What data privacy problem are you concerned with?
I get the idea behind the GDPR and it's nice to protect consumers but I'm scared for hobby projects like this.
IANAL but at least in the U.S. I'm pretty sure publicly-available data is generally excluded from whatever protections do exist on PII. I'm not sure what, if anything, has been said about this in the EU.