This isn't correct with 3rd party CA's with modern TLS either.
TLSv1.2 has Perfect Forward Secrecy with DHE and ECDHE key exchanges and in TLSv1.3 PFS is mandatory. A compromised root CA or even leaf certificate these days protects you from a man-in-the-middle and not a whole lot else - the certificate private key is never used for session key derivation and the keys themselves are ephemeral and never sent over the wire so even intercepting the key exchange doesn't allow decryption of the stream.
That's not how GDPR works. GDPR doesn't care where your company is registered or does business; if they process the personal data of EU citizens then GDPR applies.
TLSv1.2 has Perfect Forward Secrecy with DHE and ECDHE key exchanges and in TLSv1.3 PFS is mandatory. A compromised root CA or even leaf certificate these days protects you from a man-in-the-middle and not a whole lot else - the certificate private key is never used for session key derivation and the keys themselves are ephemeral and never sent over the wire so even intercepting the key exchange doesn't allow decryption of the stream.