While the others are correct, I'm with you in the sense that I don't know if what they claim is true. I've also found others, like one in Singapore, that didn't use it on data that was as legal as news reports claimed. It might turn out to have problems.
There is benefit to using them, though. For one, they've tried really hard to be legal. That sets a positive example, shows good faith if they were sued, and reduces risk for those using them (good faith on our part). Also, one can be sure that they can ditch or replace any outputs in the long term if they're ruled illegal. So, we try not to use the A.I.'s in a way where losing access to them seriously damages our business.
That's the best I can offer until legal reforms happen.
If training, one can train it in Singapore on material you he or she has legal access to. Their law pretty much let's you use anything for AI purposes so long as you legally can access it yourself. To further reduce the risk, they should crawl it themselves, too, taking care to avoid risky sources.