Indeed. Click your profile in the top right, click on the settings icon. In Settings, select "Data Controls" (not "privacy") and then there's a setting called "Improve the model for everyone" (not "privacy" or "data sharing") and turn it off.
Personally I feel it's okay but kinda weird. I mean why not call it privacy. Gray pattern, IMHO. For example venice.ai simply doesn't have a privacy setting because they don't use the data from chats. (They do have basic telemetry, and the setting is called "Disable Telemetry Collection").
