As others have already said, think about what you're doing when you use this. If you connect a not-selhosted LLM to this, you're effectively uploading chat message with other people to a third-party server. The people you chat with have an expectation of privacy so this would probably be illegal in many jurisdictions.
Your information is gone the moment you utter words. I can also copy and paste the messages people send me.
Sure you can, but the people can sue you if you paste it into something public. I don't know if you're making some deep philosophical comment but this is something people have been sued and lost for before.