Lemmy lack of central control is a feature. But it can still be GDPR compliant. GDPR did not make useNet illegal. GDPR does not make peer-to-peer illegal.

As an EU citizen you can still write letters to the editor of newspapers, and those letters can be published in those newspapers of record. Sending a message to Lemmy is akin to publishing publicly and opinion piece in a newspaper.

Certainly you can use GDPR to talk to an lemmy admin to remove your data on the instance you registered and account on. But due to the nature of Lemmy, it's architecture, you can't go out and retract all of the newspapers that have been published. That's a physical impossibility.

Even if you could somehow talk to every administrator of every instance, you can't prove you were that user who posted that data.