I don't like how this feature is implemented.
Google, Microsoft, Facebook and even itch.io let you download the data they have on you in HTML or JSON form, or whatever format is applicable for a situation. You get to see the data they have on you in a nearly raw form, without any distractions (like images). Furthermore, the option to download your data is clearly visible in the settings of the site.
Steam's implementations firstly doesn't even let you download the data to your PC. Instead, they put up a less visible help page for your data, and said help page is just a lazy compilation of links to pages you already had access to prior to the GDPR era. Links for most community related data leads to you to the community section on Steam, instead of providing a JSON with what you need, for example. This makes you have to fight the website itself and determine your data by yourself, and it doesn't take into account hidden details, like how many times you downloaded something or had to pass through Steam's crappy link filter.
My Google data had much more sections than Steam, yet because of the fact I could open up my data in Notepad++ or through my browser instantly and see my own data without distractions, I actually went through the entirety of it. Meanwhile, Steam's "account data" is so embarrassingly lazily put, that I just didn't see the point of it. Literally the same pages you already had for years, and little of that compilation is actually formatted to be raw, free of distractions. Furthermore, it isn't downloadable, so I can't just quickly and immediately know what I need with Notepad++, and without internet delay.