After comparing ChatGPT, Gemini, Claude, Microsoft Copilot, Meta AI and Grok, one thing became obvious: there is no industry standard for AI privacy. For ChatGPT, opening Settings > Data Controls reveals a switch labeled "Improve the model for everyone." Turning it off means future conversations won't be used to improve its models, and Temporary Chat also prevents use for training. Google's Gemini Apps Activity lets users decide if conversations are stored and used, but disabling activity removes saved chat history and personalized experiences. Anthropic introduced a training opt-in for its consumer Claude products (Free, Pro and Max) in August 2025, with a toggle under Settings > Privacy labeled "Improv." The biggest surprise was ChatGPT, as its settings were straightforward and easy to find.