For a clear example of the difference: I don't have the right under GDPR to tell Apple to reach into everyone else's iCloud address books to delete my phone number out of them. Neither I nor Apple put my phone number into other people's address books; those other people manually entered that info into their address books themselves. Which makes that their data, that they created — which just happens to reference me (and which is held in trust by a third party.)
If GDPR worked the way you're imagining, then someone deleting their WhatsApp account would require WhatsApp to tell my phone to delete my locally-saved WhatsApp chat-logs of conversations with that person.