To be fair to OpenAI, their privacy policy[0] does provide some detail. They don't mention Mixpanel explicitly, but OpenAI does mention they share your information with third-party web analytics services:

> To assist us in meeting business operations needs and to perform certain services and functions, we may disclose Personal Data to vendors and service providers, including providers of ... web analytics services ...

OpenAI likely provides this disclosure to comply with US state privacy laws, but it's inaccurate to say they didn't disclose that they won't share your information

[0] https://openai.com/policies/privacy-policy/