FTDNA gives you a vcf file, which contains the variant calls, but not the raw reads which those calls are made from (as in the BAM file). They do keep that data, because they charge extra for a BAM file download. It's almost certainly against the GDPR. Worse, I think they do it for anticompetitive reasons - they own the largest Y-DNA tree, and don't want you uploading your raw data to competing trees (in particular YFull).
FTDNA should either offer the BAM file for free on request, or offer the same information in a standard format - such as a fasta file with the reads, or a reference-compressed BAM file - so that the user should be able to reconstruct it on their own, or with a competing service (this is actually a service YSEQ offers). They currently don't do this, which means they're withholding PII.