Gregory's ServerYou CAN export your data from platforms like Facebook. The missing part is the new social network implementing an importer that can parse that data and start rebuilding your network at your new digs.
Something the PixelFed folks around here are doing right is not ignoring that opportunity and building tools to bring your Instagram content over to their platform.
Next time you see a European, thank them for the GDPR which has resulted in these options.