export-data.txt
Add data export for <the user's data>.

- A format that opens somewhere useful: CSV for tabular, JSON for
  nested. Say which fits mine.
- Everything they'd need to leave and reconstruct it elsewhere —
  including related records, not just the top-level table.
- Generate in the background for anything large, then email or notify
  a link. Don't hang a request.
- The download link expires and is only usable by that user.
- Exclude other users' data and my internal fields. List what you
  excluded and why.

Then: what would a user be annoyed to find missing from this export?

In many jurisdictions this is a legal right, not a feature. Building it once is cheaper than handling requests by hand.