PSA: this is true (the defaults), but there's a "Help improve Claude" setting that you can disable here https://claude.ai/settings/data-privacy-controls It's my understanding that, as long as this is off, Anthropic does not train on Claude Code conversations, inputs/outputs -- if anyone knows otherwise, please tell and provide a link if possible.
Anthropic is no MS, but strange undocumented bugs can sneak in sometimes.