"Is there any legal way to obtain your own data from these companies?"

Of course there is: sign up and use their API.

For many years I had the "Ekata Reverse Phone" API enabled in my Twilio account which allowed me, for 8 cents or something, to query a phone number and see subscriber history, "related subscribers", address history, etc.

Kind of a neat party trick.

It also allowed me to verify and re-verify that the fictional nyms my SIM cards and phone numbers belong to have almost zero history or identification ...