Actually, in many nations, they’re legally required to give you the option to have all your data deleted within a reasonable time frame. There is a recognized “right to be forgotten” in the EU and some other nations. The US there are similar laws in several states. Though you may not live where there is such legal protection, Facebook operates where those protections exist, so they necessarily have the mechanisms and procedures in place to actually delete your data. You just have to go through the right channels to make that happen. It won’t happen just because you close your account.