How is it a violation of privacy to tell a user with which other users they have communicated in the past?
It's not just telling the user. Once they info is published said user can turn around and tell it to the rest of the world. Some people have already published their requested data, it seems unlikely that people publishing said data face consequences.
Sure, nothing is stopping people from scrolling through chat logs screenshotting them. But that's difficult to do at scale, so there's de-facto limits on how much info can leak this way. Also consider the situation in which you unfriend someone, thus preventing them from seeing past chat logs - I think, I haven't used Facebook in a long time. If that person does a GDPR request should the company deliver data that the user is otherwise prohibited from viewing? If GDPR does mandate this it seems like a legally-mandated side channel attack.
The ability to tell Facebook to delete your data does not grant you ownership of that data. You do not have the right to tell Facebook to let some 3rd party to access it using Facebook's infrastructure (which seemed to be the claim made by the original comment I responded to). The fact that the government forces companies to abide by certain regulations does not mean that the company is not the owner of the things that are regulated. A company might have it's interview records audited to investigate discrimination. Does that mean the company does not actually own or possess these interview records?