Not really. It is true in a way, but the question is if this game is made to collect data, or just to present a game, where the recordings are then deleted, in good faith.
The developer's homepage gives the impression that this is more for the tech and fun aspect, rather than collecting speech samples.
this uses a proprietary gpt model and so the data is sent to closedai. even if the developer is in good faith you can expect your voice to be part of training data.