Facebook doesn't hold your chat data. As soon as message reaches recipient(s) it is deleted. That's why Whatsapp nags you every year about making a google drive backup (it archives data from your phone to drive, not sends it from its servers to drive). So no GDPR could resurrect your chats and it is not violation because they don't have such data.
The right to easily export your data still applies, Facebook has my messages on my phone storage and I should be able to easily export them without third party solutions.
The GDPR asks for more than access, it also mandates an easy export. I have recently learned that this feature is actually implemented on a chat by chat basis.
Personally I would like a global export option too, but I am not going to die on that hill.
