Altman is definitely very Trump-aligned, which to me is enough to not trust his company on data security. But also, there have been many many accusations that they potentially spy on users. E.g. stealing proofs from mathematicians and such.
It's just not worth it to me. And the way the US government is increasingly using data it collects to attack people who simply say bad things about it, there is no reason to doubt that such Trump-aligned companies would help ex-filtrate data.
I have fewer issues with Antropic, but also, from a business standpoint it's too much of a risk. Who knows, maybe the next tariff will be on software, maybe he'll ban random companies from using US AI. Too unpredictable and too risky.