What the heck...
My current day-job is a multi-tenant SaaS system - every single entity in any of our heterogenous databases is tagged with a tenant identifier (it's also used in composite PKs/FKs in RDBMS databases to prevent incorrect inter-tenant references). Every database system we use (MSSQL, MySQL, Cassandra, etc) has some way to query itself (INFORMATION_SCHEMA, system_schema, etc) which allows for query-generation to generate queries that will reliably dump all data we have associated with any tenant (and by extension, any user) within seconds, even if there's been some ad-hoc or unplanned database design changes (this is the only time I use "SELECT *" in production code!) - this is from a weekend project where I wrote a simple web-application that generates and runs those queries and dumps data to CSV files for tables and JSON for document-stores, shoves them into a zip and uploads them to Azure Blob storage. I didn't build it for GDPR compliance but actually to allow me to undo any unintentional data-deletion without needing to do a full database restore.
My operation's scale is nothing compared to Spotify - but if a tool I built in a couple of days can reliably dump all data about a subject across multiple independent cloud databases within seconds - what's Spotify's excuse?