Then X shouldn't make their business available in the EU, but because X wants EU users, they're participating in a market where they need to follow the law of the market. If you disagree with X's choice of participating in that market, you should vote with your wallet/attention.
> On social media and chat platforms there is an expectation of the posts and chat messages you make to be private due to being in an obscure section of the website
That might be, but the internet unfortunately doesn't work like that, they are public platforms, so the information there is treated as public information, which it is. If you make it invite-only, I understand the expectation of privacy and private conversation, but for platforms with open signup? Don't participate and share stuff you don't want to be public, it's kind of easy.