Personally, I think that since you worked in that company, that company should have the right not to return your personal data, because when you signed a contract with that company, you agreed to give those data to that company to share with it. Although you left your job, you can't forcibly take back the information you agreed to share with the company.

The company has the right not to return your personal data to you until you can prove that the company uses your personal data for improper purposes.

Personal point of view.

I can't think of a strong reason, but I think the company has the right to keep it.

Please also ask professionals to answer.