Let us have control of our own personal data

We own our personal data do we not? Why does other social media apps, let us export all our messages, we want gifs, videos, emoji reactions of BOTH people in dm’s exported. And the ability to delete all of our messages not just our account. I understand this may not be possible in a server but at least in a personal DM. A lot of teenagers like myself use your website and want our vulnerable messages to be deleted. Please give us control over our own personal data and what WE choose to do with it.