Because they are completely different business models. If OpenAI decides to become an advertising behemoth then I would show concern. Right now they use your data for training (when they use it).
OpenAI is selling others data in their model responses. Selling others data is their main business model.
If it uses user data to train their models other users could ask "Show me the code for gmail spam filters", and if it was trained on engineers refactoring that spam filter in ChatGPT chances are it would give you the code. If that doesn't count as "selling user data" I don't know what is. They not only sell it, they nicely package and rewrite it to make it easy to avoid copyright claims!
OpenAI has already demonstrated that they're all in for maximizing profit. They may not be advertisers, but advertisers aren't the only sorts of companies that make bank by selling personal data.
I see no reason to think OpenAI would leave that money on the table.