The datasets they are trained on do in fact include CSAM. These datasets are so huge that it easily slips through the cracks. It's usually removed whenever it's found, but I don't know how this actually affects the AI models that have already been trained on that data — to my knowledge, it's not possible to selectively "untrain" models, and they would need to be retrained from scratch. Plus I occasionally see it crop up in the news about how new CSAM keeps being found in the training data.

It's one of the many, many problems with generative AI