It also sends all of your prompts to Grok's free tier by default, and the free tier trains on your submitted information, X AI can do whatever they want with that, including building ad profiles, etc.

You need to set an explicit "small model" in OpenCode to disable that.

This. I work on projects that warrant a self hosted model to ensure nothing is leaked to the cloud. Imagine my surprise when I discovered that even though the only configured model is local, all my prompts are sent to the cloud to... generate a session title. Fortunately caught during testing phase.