If it's hosted in China, they can tell you whatever you want to hear and do whatever they want to do.
What are you going to do? Take a CCP company in front of a CCP judge?
You probably could sue them if they really did store your information without your consent.
It would be a hassle, but China does have privacy laws. Companies do get sued for violating them.[0]
0. https://www.chinajusticeobserver.com/a/china%E2%80%99s-top-c...
They can do the same thing in the US. What are you going to do, sue OpenAI or Anthropic?