I have nothing to back this statement up...
I am sure they are "training" their AI. I don't doubt it but they have access to masses of data. Some mega-personal I would imagine and also some that can provide insight into other businesses and markets and so on.
The temptation to "use" that data would be absolutely enormous and the financial pressures to use it to provide whatever advantage would be equally enormous.
I recall years ago reading about the FB app spying on users' usage of other apps on phones (My Google-fu is broken right now but I'll keep looking for it and update if I find it).
Imagine if <insert mega-corp> has data from one purpose/system that could provide a massive leg-up to them. Do you think they would ignore it? Perhaps in regulated industries like finance (I happen to work in finance and we have systems and procedures in place for this kind of thing) they may have to destroy it once it's been used for a very specific purpose but we're talking about Skype.
The best scenario is if the data doesn't exist or can't be read... it removes the possibility of temptation and financial pressures to use it.