There’s a copy of it sitting in your Roon database directory. Remember, while we have cloud services, we also have your Roon Core to hold data and make decisions. Most companies don’t have this type of heavy “server” sitting in your home. The Roon Core’s data is by nature GDPR compliant since it’s data you already have access to.
That isn’t available… it’s generated on the fly. But even if it was stored, the data you are looking for is held as IDs, and not actual metadata.
It’s a good angle, but most GDPR requests from most vendors will not get you usable data unless the data you produced is actual content (text postings, photos, etc).
The thing you want is an exportable version of Roon’s screens, which doesn’t exist.