It hasn't been demonstrated in DALL-E, but this was a problem in older OpenAI text-video models, and it's in plenty of CommonCrawl/etc data. There is anecdata from contractors suggesting that DALL-E generated CSAM imagery during RLHF, which is circumstantial evidence that similar images are somewhere in the training data. I think it's fair to say we can't rely on OpenAI's technical competence to remove this stuff from their training data, despite claims to the contrary w.r.t DALL-E 2. (Likewise it seems Copilot Designer churns out CSAM like candy.)
Your attitude is naive and competely at odds with (honest) AI safety research. The rational thing for users is to assume DALL-E 2 is contaminated by CSAM unless OpenAI can publicly demonstrate otherwise. Their leadership is too stupid and dishonest for people to take their word.
https://ieeexplore.ieee.org/abstract/document/9423393
https://arxiv.org/pdf/2110.01963.pdf?trk=public_post_comment...
https://www.theguardian.com/technology/2023/aug/02/ai-chatbo...