* you can always choose to self a small model, although it probably doesn't work as well

* it's not a "random third party". You know to whom the data is being sent, and at least according to service agreements, most services don't use your data for training. If you don't trust Claude, you could trust AWS hosted version, or GPT/Deepseek hosted on Azure. Well, if you think Amazon/Microsoft is not trustworthy and they may misuse your data in these cloud services (not some random consumer facing service where you are the product), you might as well give up your digital life.