The FTO I learned to fly with used them solely for the instructor's reference. If I was to move school in the middle of my training they would pass those notes on to the next school.
I was more focused on the feedback my instructor gave than the notes he kept for his reference. The FTO where I fly out of now, not only write them up with the student there, but get them to sign that day's entry too; it apparently avoids any ambiguity.
You could just ask them, if they've said they won't share them, just ask them why. It could be that if the notes are for instructor reference they could focus purely on what you need to improve and be written in a very frank and honest way that could come across as negative or curt.
I can't see data protection stopping them sharing the notes with you, data protection covers how they should store and ensure the security of your personal data.
TPP