Which is often related - there's no way to batch delete your data, trying to do so with third-party tooling could get you banned, and once you're banned you can't delete it. In fact, you can't even delete messages from channels that an ordinary user has kicked you out of. And IIRC banned accounts still have unique public identifiers, so any PII can still be correlated (as opposed to the [deleted] pseudononymization that Reddit does)