I don't want to make this a political or sociological discussion about Facebook or WhatsApp.
For personal reasons I have decided to stop using WhatsApp.
When I closed my Facebook and Instagram accounts I was able to download all my data, including messages and media.
I was unable to do the same with my WhatsApp data, at least not unless I export each chat individually.
Does anyone know of a way to get such data in a cohesive way for my personal archive?
The images can be tricky - some form of reference to the image in your phone, hard to put together; otherwise the messages in all the chats are in the database, navigable by a SQLite client.
Speaking from personal experience porting messages from iPhone to Android.