Metadata is data.

Facebook also compresses your pictures, and I don't think anyone would seriously consider this as an infringement on your copyrighted material.

I don't use any of their services myself, nor do I suggest infringement.

I ask what is the legal situation for a copyright holder, given users likely are not aware of this data being added to a file; what the data exactly is, where or if this data is kept by them independently of the file itself, what is it used for, GDPR implications, etc.

Copyright applies to published works. Which in this case would be an image. Owning the rights to an image is a legal issue that is not concerned with representation.

So if the images is converted to digital form, then compressed then decompressed, then printed out then usually it would be considered the same image.