What steps to take before deleting Discord?

I finally decided to bite the bullet on removing Discord from my life after being addicted to it for years.
A lot of the security and privacy concerns surrounding it greatly contributed to my decision and I would like to know what you can advise me to do before I delete my account. Is it worth the trouble of deleting all my messages in bulk from DMs and servers? Since apparently it gets stored regardless. But I guess the bigger …

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