There's a certain (understandable) mindset that if the service you are using has some form of "gate" to it that prevents the information from being easily scrapped on the web that there are certain privacy expectations. Discord for instance requires you to make an account, find a server, and then either join or be invited to the server. So there is an expectation that what you post (even within private messages) to only be for the people that have "access".

But the reality is (and has been proven many times now) that so long as a company has access to your data and can read/understand the data, they will sell that data to whoever wants to pay them for it (most often advertisers). This is true across websites, apps, and even operating systems.

Privacy is hard, and there aren't a lot of apps/sites/OSes that truly support it. Thankfully though, as people have started to take it more seriously more companies have started providing options to support the demand (my personal favorites are Signal and Proton).