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No, there is indeed such a right as the one to withhold some types of data from being used. That's why, for example, all patients whose data I work with have to have signed a release form in order for us to comply with GDPR.
The whole discussion about people's data isn't just about people themselves having access to it, though that is of course nice (e.g. being able to download all your Facebook data). It's also about who gets to use it and how.
In this context, 'owning your data' is completely meaningless if it isn't tied to some control over its use. A point made quite forcefully by industry when it was their data whose use they were keen on controlling, e.g. copying music etc.
That's not how that works. My data itself isn't really the valuable bit, the conclusions drawn from it is. My data is also never 'taken' from me, so on that level the ownership is irrelevant if that doesn't include control over how it's used. And once they've used it there is no way to undo that - and they're pretty clear that they will use it for all kinds of stuff.