The first three are starting to get more closely associated with privacy.

Convenience: if I want information from a chatbot, I don't want to have to hear how I can save on my car insurance by switching to another insurance company. That's basically what websites have become. Go to any American local news station's site. It's just wallpapered with ads and you'll inevitably get a popup asking to subscribe. I don't want that from my chatbot.

Cheapness: this doesn't matter over the long run because inevitably, both straight-up monetary payment and revenue generated by invading privacy become part of the service providers' revenue streams, if they don't start out that way. Cable TV used to be ad-free, as did streaming services. Then there was a need to fund the coke habits of some finance guys in Lower Manhattan, so ads were introduced as a "free" tier. Now there's only "reduced" ads on the paid tier, and you still fork over your data to let service providers give advertising clients a better profile of you.

Safety: identity thieves, stalkers, and even government agents acting against the law use commercial data sources to do things they otherwise couldn't. Imagine what they could glean from chatbot or other AI sources.

If you're your own LLM service provider, none of this is a problem.