OpenAI may be trying to paint themselves as the goody-two-shoes here, but they're not.
You can argue about "the expectation" of privacy all you want, but this is completely detached from reality. My assumption is that almost no third parties I share information with have magic immunity that prevents the information from being used in a legal action involving them.
Maybe my doctor? Maybe my lawyer? IANAL but I'm not even confident in those. If I text my friend saying their party last night was great and they're in court later and need to prove their whereabouts that night, I understand that my text is going to be used as evidence. That might be a private conversation, but it's not my data when I send it to someone else and give them permission to store it forever.