I personally work mostly on small, unoriginal projects. I don't really mind letting Cursor keep the data for training if it leads to a better product for me.
I find the idea of all the AI tools I use keeping all the (mangled, decompiled, and not even mine in the first place) code I point it at, and then using it in training to be hilarious.
And if it results in the next generation of AIs having more suspicious knowledge of proprietary software internals and better reverse engineering capabilities, then all the better.
However, I am working on some projects where I think I've stumbled on genuinely interesting and valuable technical approaches, and I'm still figuring out how to capitalize on them. As such I am a bit paranoid about my ideas leaking via some training dataset.
Heck, it could end up as nothing more than a blog post that nobody reads, but at least I get to publish it.