There's a checkbox you can toggle so that Openai doesn't use your code to train their models.
And I find the "chatbot" experience different and better than aider/copilot. It forces me to refocus on the really useful interfaces instead of just sending everything, and makes it better to verify everything instead of just accepting a bunch of changes that might even be correct, but not what I exactly want. For me, the time spent verifying is actually a bonus, because I read faster than I can type. I think of it as a peer programmer who just happens to be able to type much, much faster and doesn't mind writing unit tests or rewriting the same thing over and over.