Use a third party interface which uses the API directly like YakGPT or the OpenAI playgrounds, and you can save some costs that way along with a local chat history that’s not shared with OpenAI.
Prior to releasing the chat history "feature" there was an opt-out form that could be submitted, which did not have any impact on the webapp's functionality. I'm not current enough to know if that form 1) ever had any effect, and 2) if a form-submitted opt-out is still valid given they now have the aforementioned in-app feature.