LLM traces are supposedly very valuable. I imagine OpenRouter has one of the most extensive and diverse set of traces in the world.
If your data is leaking to OpenRouter, how many companies would be OK with that? So I doubt OpenRouter are peeking inside the workloads that flow through their proxy. However, they do publish "Top Models by Task" ranking[1] so maybe you have a point.
openrouter prompt and i/o logging is off by default https://openrouter.ai/docs/guides/privacy/data-collection
the providers you route to will of course have their own policies, which openrouter surfaces to you through the webui and api. you can even configure automatic routing to select providers based on your policy preferences.