This is probably only a problem with the online version. In contrast to google and openAI they, like meta, let you download the model and run it offline, where they can't access any of this data I presume.
Oh little snitch was just what I used when macOS was my main operating system. When I switched to windows I started using simple wall and I just recently was poking around for a Linux solution and I found open snitch
Right, the offline version (if you have the hardware to run it) is completely under your control, and no one can take that away from you. Honestly nice to see that happen, I thought it would take several years.