Those companies do not provide the data as a downloadable file because if they do, makes incredibly easy to jump services (for those who aren't familiar, it's impossible to download a list with our library of added songs)
When I played music using iTunes or MPD, it would never take my list of favourite songs and then try to predict which sponsored playlist I'm most likely to click on. In exchange for access to music, you're giving up your own data and then not being able to easily replicate your music library elsewhere.