Take a look at the lower right of the screen in the image of this post I’ve linked from @hugo, seems like a good place to put it when they get around to implementing it.
Right now, there isn’t much to close but I’d bet there’s some requirement to allow closures of current accounts somewhere in the stack of rules and regulations.
Perhaps on account closure, full data export should be offered within the app and/or emailed to you as part of the confirmation, either as a link to download or attached to the email itself depending on size.