Depending on the individual, they may not be wrong. If you're raised in an environment with an overdensity of narcissists having something that you can bounce questions and seek answers from that isn't going to use that information against you in the future can be a relief. (well, ok, its possible in the sense your chat logs can get stolen)
This is why you self-host and run locally. Even if they aren't stolen, do you really deeply trust Microsoft, Google, et al. to not misuse private information you've provided them with?
Their entire business models either heavily incorporate or revolve around exploiting your personal information for their benefit.
