I resubscribed to Claude Code two weeks ago for a side project and updated it. I checked for the setting after these last events and it was turned on. I'm sure I checked them few months ago. There are cases like accepting a new TOS or an offer, which make you accept to share without noticing. I guess they can add all of your past conversations to the public training set before you notice and there is no way of taking this back.
So that "opt-out" thing is more like a pause button rather than a permanent thing. Or something to legally protect the company without losing the users.
There is also the case of security classifiers always monitoring your conversations. If they flag something they use your conversations to "improve their internal models" even when you "opt-out".