If I give you my page and tell you to enter your credit card details in, why would you do it?

Because I'm paying for something?

Why do people need to tell everything to the agreeing website?

I don't know, it's probably circumstantial.

Probably a lot of the data being shared is from chats, but not necessarily all of it. We know that OpenAI scrapes the Internet at large for training data, which would include data sets of publicly leaked PII (such as the OPM breach). It's entirely possible that the data OpenAI is sharing about users was not given to them voluntarily by those users, but has simply been aggregated, analyzed and correlated by their AI tools.