The docs contain a sentence on them retaining any chats that they legally have to retain. This is always the risk when doing business with law abiding companies which store any data on you.
> This chat won't appear in history, use or update ChatGPT's memory, or be used to train our models. For safety purposes, we may keep a copy of this chat for up to 30 days.
The "may keep a copy" is doing a lot of work in that sentence.