That is correct. There currently already is a ‘Download All’ button in your profile. Problem is, it doesn’t contain all personal information, it just contains the posts you have made.
The right to be forgotten would indeed be accomplished sufficiently with the delete and anonymize functions. But they can only be performed by an admin, if I’m correct.
On one hand you don’t want to encourage them, on the other hand it would help if this would at least be something that could be requested from within the user interface. Right now you have to know that you need to message an admin about this.