When Facebook announced this feature they said that all of your information can be downloaded, including messages and many other. I've tried this yesterday, and I noticed few things:
Is this some kind of bug or just the policy has changed?
Edit
I've added printscreen showing menu in index.html
About comments even some from 2010 are missing. I've checked that they are present on my wall.
I've tried the feature too (if someone hasn't: here's a tutorial), and my experiences are these:
Yeah, likes and comments to my statuses etc. are mostly missing from older posts (say, older than mid 2008).
As for messages, they definitely are there. (Each and every message, it seems, since I joined in Sep 2007.) If you open the index.html on the top level of the zip, it's the last item on the left-hand menu:
My guesstimate is that if old comments etc. are missing, there were technical reasons for not being able to retrieve them all, instead of any change in "policy" or intention. But if messages really are completely missing for you, that does sound strange.
