My likes are my data, because that is what the whole Cambridge Analytica thing is about (deriving a personality model from Likes).
My search history is my data, because it helps to identify me as a person.
My phone number they obtained through my friends uploading their contact list is my data.
Clearly, I’m not entitled to all data, but to a lot more than what’s in that archive.
Edit: And of course, if they have a shadow profile on you without you having an account (like your phone number and your name through the address book your friend uploaded), that is all your data, processed without your consent and without a way for you to get hold of.
This seems like an important one. If they log all those messages, presumably they should all be there with some indication of status (deleted, published, etc.).
I can only imagine the sensitive things contained in that dataset... Things like mistakenly pasted plaintext passwords, PII, etc.
Facebook is being selective in what they export here. The result is a misleading impression about what data they have on you.