Because they don’t know how you structure your datatstores. They also don’t know if you keep anything in an external database, let alone delete it for you
is it really important to do so? why do they ask you to do such?
Due to laws in places like the EU, companies purge all data on a user when the user asks/deletes their account (i’m not a lawyer there I don’t even live there so i’d do your own research) so in order to comply with this Roblox asks you to delete anything you might have saved that’s tied to that account’s UserId or name. They send you a message and ask you instead of doing it themselves as Roblox doesn’t know how you structure your databases, or if you have any external ones (Mongodb, mysql, etc.)
But those plugins cost money. And I don’t want to spend real money on Roblox.
You can always write a script to do it for you, iirc Roblox said something recently about wanting to make it easier to do things like this.