GDPR also requires you to be able to cancel by the same way you signed up, so any company that doesn’t let you cancel online is in flagrant violation.
NYT is a US company serving a US locale by it's very name. GDPR doesn't even automatically apply to European NYT subscribers, unless the NYT advertises directly to Europeans, or does EU business with EU offices*. The GDPR law is clear about this point, it is a protection for EU citizens regarding web sites and businesses that are focused on, directed and targeted toward EU citizens. It does not apply to interactions outside of the EU (aside from EU travelers visiting EU web sites), and it does not apply to web sites that originate outside the EU and are global that just happen to have visitors from the EU.
* The NYT might be advertising in the EU, I don't know. If it does, I'd be willing to bet that EU citizens are given an online mechanism to cancel, even though US citizens aren't...
It definitely does have UK specific ads, I’ve seen them, and GDPR is grandfathered into UK law.
I cancelled mine by cancelling the PayPal, there was no other way to cancel without phoning them. There is no online cancellation even for those in GDPR jurisdictions.
Do you live in the US? GDPR does not apply to US companies serving US citizens. If you live in the EU, you might need to request account deletion, I think GDPR doesn't require that data is deleted, it gives Europeans the right to have their data deleted upon request. (I've read the entire code before but I don't remember the details on this point.)
https://help.netflix.com/en/node/100629