What is your concern about prompts to go OpenAI? Apple has a contract with OpenAI that explicitly prevents them from logging, storing, training, or making any use of your prompts other than to satisfy the specific current request. Apple has some good lawyers and I’m sure that the teeth are prominent in that contract.
Not to mention the fact that the default settings are to ask the user before sending anything to ChatGPT, and you can selectively disable just the ChatGPT integration while leaving Apple Intelligence enabled.