Many cases, where these AI companies collect your data. Of course, as "data is the new oil" (I disagree btw., because without oil, our modern world comes to a standstill), in return they offer you a free service, sure. If you want or must keep your data/questions private, you can run open-weight (and open-source) AI models locally:
notebookchat.com/index.php?topic=315954.0 ("Your own ChatGPT, offline: AI without the cloud on your laptop").
Communities e.g.: reddit.com/r/LocalLLaMA, reddit.com/r/LocalLLM
Here are a few AI models tested:
artificialanalysis.ai/?models=muse-glimmer%2Cqwen3-6-35b-a3b%2Cqwen3-8-27b%2Cg9v3-39a5b%2Cgemma-4-31b%2Cgemma-4-26b-a4b%2Cqwen3-8-27b-non-reasoning&intelligence=artificial-analysis-intelligence-index#artificial-analysis-intelligence-index