So I'm not sure where I fit in. I run my own instance, but it's a single user instance that only serves me. Also, I currently don't run any magazines (communities) of my own.
If I was the user on Instance A asking on Instance B ... well that means Instance A is my own, and I obviously wouldn't get in trouble with myself.
If I was the admin on Instance B - a user from elsewhere was asking me to remove such content on mine - I'd go ahead and do it. Not worth the potential headache or ramifications that would come with refusing.
I think in general, the admin on Instance A would not be upset with the user. If anything, in this situation the user is probably trying to delete their account and history, so the admins of Instance A would be thankful that the user went to instance B and saved the admins the headache of trying to contact other federated instances themselves to coordinate a manual deletion. (The only thing worse than dealing with a GDPR request is trying to get others to help you deal with a GDPR request - particularly without pay.)