I dont think Ill delete my Coinbase account, but I dont keep a lot of money there because its always a risk. We must remember that storing funds in the account can lead to their loss.
Yeah, at this point, it has nothing to do with your funds. If you verified with Coinbase, your identity is at risk. They have admitted to selling your data to outside sources, and are now illegally refusing to delete client data.
Honestly, if you are a registered member on Coinbase and have agreed to verify with them I think the damage has already been done. Chances are your data is already in the possession of another company, so even if they were to start deleting the data I am afraid it's too late for most. I also have no idea how the EU is going to enforce its policies unless someone can prove that Coinbase has been illegally selling the data and takes it to court.