I'm not OP, but I think you're missing the point.
Privacy and trust isn't really a 1D gradient, it's probably planar or even spatial if anything.
Personally I'd be more willing to trust OpenAI with certain conversations because the blowback if it leaves their control is different than if I have that same conversation with my best friend and it leaves my best friend's control. The same premise underlies how patients can choose who to disclose their own health matters to, or choose who their providers can disclose to.
Same reason behind why someone may be willing to post a relationship situation to r/relationship_advice and yet not talk about the same thing with family and friends.