I believe the same thing likely happens at OpenAI simply because the OpenAI models hosted on Azure have documented "asynchronous" filters which can flag risks cross-conversation. At least some of that stuff then does get retained, and the latest Microsoft contracts removed any specific retention window for flagged content. Again, assuming MAM (Microsoft's "ZDR") is not enabled. This type of architecture at Azure probably didn't arise in a vacuum. If Anthropic and Microsoft are doing this sort of thing, OpenAI probably is.
Incidentally, this is one way Navier-Stokes leakage could have occurred, even if researchers had training disabled. Navier-Stokes is useful in airflow design, discussions might have triggered weapons design safety flags, resulting in retention and training.