Disabling merely means just making yourself invisible, and the Facebook profile unusable, but all the data stays there. If you delete it though, your messenger account is no more.

Even for EU citizen with GDPR?

Disabling is what it says on the tin, giving you the chance to re-enable the account later. Nothing GDPR-violating with that. As long as you are also given an option to actually nuke all your PII.

Anonymize data with a restore capability. Maintains historical continuity for never ending total user awareness.