Fitbit is pretty good about this. I've noticed that some derived values such as resting heart rate are not available for export, but the important stuff all seems to be there.
And account deletion is somewhat hidden, it's under settings -> personal info -> delete account (at the bottom).
When logging in I noticed there's a consent form the I was auto redirected from. Presumably this is for EU customers only and fitbit don't want to give the rest of the world privacy options.
I do feel silly giving them this data in the first place though, it's not enough to trust a company, you have to trust who they will be sold too as well.
https://www.fitbit.com/settings/data/export