I went to claude.ai and saw a pop-over window with this choice, clicked to opt out and saw a "server error" alert. Then went to Settings > Privacy and the option wasn't there. I had to click something else (can't remember now) to see the option, which wasn't opted out (which kinda made sense because of the error message) and the option is now in Settings > Privacy. I'm definitely someone who believes that cock-up is more likely than conspiracy for things like this, but this process should have been bulletproof - no initial error message, option always in Settings > Privacy - given the sensitivities involved.