In the data control of ChatGPT, you can now disable the use of your data for training:
Model improvement
Improve the model for everyone [ ]
Allow your content to be used to train our models,
which makes ChatGPT better for you and everyone who
uses it. We take steps to protect your privacy. Learn more
Still, I agree with the OP that all these ML/LLM should be on device. My mobile phone is very personal.