Since 2022 (original post), personal information submitted through Gravity Forms have been missing in WordPress’ personal data exports and personal data removals. Only sites that relied on user ID for identification were affected (Gravity Forms relies on user email by default). This is no longer an issue. Gravity Forms 2.8.1 includes a welcome bug-fix addressing this issue. I post it here since it isn’t mentioned in the changelog.
If you still use email for identification, I suggest switching to user ID since your users might change their email addresses. Gravity Forms provides an official snippet for it.