It does comply with EU GDPR laws -- EU users are allowed to opt out of training. This was after regulators in Italy shut it down. The US FTC is investigating too.
To comply with GDPR it has to be opt in, and choosing not to opt in has to not affect the app's functionality.
Currently, it's opt-out, and doing so destroys your chat history. They did manage to satisfy Italian regulators but I expect they'll get called out on this more thoroughly in the future.
Or maybe they just changed the way this works for Italy?
https://www.reuters.com/technology/us-ftc-opens-investigatio...