Anonymized doesn't mean there's no way to know whether it is in there. My ballot is anonymized, but it's known to be in the box because a checkmark was put next to my name when my ID was verified. OpenAI can trivially check their account settings to know what happened to their chats. The fact that they are being vague about this likely indicates that they have already done so and discovered that the data did go into the training set.

Further, given that this is all in the open now, they can search the training data. No way somebody is using some specific unique cutting edge mathematical approach to solve a fluid dynamic problem 99.9% of people have never heard of and it's not locatable. Considering they spent $15,000,000 already on this, they could afford to grep around to be able to state that their hands are clean.