I'm worried, but I'm worried about all of these providers. There's a good chance Anthropic and OpenAI will go bankrupt in the next five to ten years, and all of their data will go to the highest bidder.
There's no customer data sent to anyone, though. I run OpenCode and Claude Code in a Docker container that only has access to a subset of my code base. There are no secrets in there, and I'm vaguely ok with z.ai using this to train their models.