They're not going through all of my messages. I don't use public Discord channels for anything that I wouldn't want the public to see.
Mostly I think it's weird how many people on here seem to have been under the illusion that Discord is somehow ephemeral and private when I can hop on any public server and scroll back indefinitely to see anything that anyone has ever said on that server. And that's before I get into the API and the (admittedly bad) search feature.
I think what you were looking for is Signal or similar.