Linux user here, also once upon a time a Windows admin. I think the most difficult thing for most users is not that Linux is difficult, but that it is different.
Take Pop_OS for example. For the average "I check email and surf the web" user, it works wonderfully. But most people grew on Windows or Mac so its just not what they're used to. Linux is kind of the stick shift to Windows and Mac's automatic transmission... its not hard to learn, but most folk don't choose to make the effort because they don't need to.
Moving a community is hard, so at least some of those mods are likely thinking that moving would destroy the community they worked so hard to manage. Its not like Reddit is going to respect a request to close, so they would end up competing with themselves when Reddit replaces them with compliant mods.
I'm not saying they shouldn't move (they should) but it's definitely a hard road to re-establish elsewhere. Some communities will thrive, but others, well, its possible that their users will just stay put.
Worth noting is that a number of US states also have strong protection laws. So, delete you comments manually and then, if you're really trying to ensure that they delete your data, submit a data removal request that cites your locale's law on data removal.
Theeeeeen in 6 months or so, send a data retrieval request to make sure they followed through... and report them if they did not comply. Might as well make them pay for that data if they can't follow the rules.