If you want to have your "private model" running just for you, you can use Azure OpenAI ... but yeah, like @still_grokking said, everything you do eventually gets uploaded to Microsoft.
With this specific project, it is running on your local host, so you can sanitize the data before allowing ChatGPT queries to suck it into the "cloud".
Generally speaking, you should not have secrets and tokens in your code in the first place. This specific ChatGPT plugin respects your .gitignore files (unlike CoPilot?). So if you do have some tokens in .env.secrets, but the file is ignored, it wouldn't list that for ChatGPT to read.
But you shouldn't hold tokens in your project in the first place, those belong in the running environment, not in the code.