Nope, I have done it though. The UK govt is making us all upload identity documents to every website so I figured all these sites may as well have all my information.
"All these sites may as well have all my information." I don't think so. That's scary!
But you do have a choice.
If you want to upload your bank statements and ask an AI, "How did my spending habits change in Q2 compared to Q1?" or upload your blood test results and ask, “Give me specific nutrition, lifestyle, and supplementation recommendations," you can run LLMs locally. No data will leave your computer.