There was mention of GDPR so maybe this only exists for EU phones.
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I just received the data inside an email. It is just a HTML file with the headers "Data Privacy Report" and "Aura Up Privacy Report" but other than that it is empty. Obviously this is all just bullshit to pretend to comply with GDPR.
I found the app on my Samsung phone but I also found something interesting.
Go to Settings->Apps and find the app in the list. Click "Configure in AppCloud" and then click "Personal Data". A form shows up where you can request access to the data or request a deletion of the data.
I just requested access to my data, received an email confirmation where I had to click a link. I am curious to see what they will send me (if they will send me anything).