The privacy policy for Smart Window[1] indicates that prompts are not only sent to an LLM provider (Mistral in this case), but also to Mozilla servers first.

  > The assistant sends the full prompt (including your query, any relevant Memories, and any additional relevant browsing context) to a Mozilla server.
  > 
  > Upon receipt, Mozilla forwards the request to a third-party large language model (LLM) on your behalf. The LLM receives the request from Mozilla, not directly from you, and sees a Mozilla IP address rather than your own. The request includes only the information needed to generate a response or perform the requested action.

  > When you submit a query in the Smart Bar, the assistant uses a local (on-device) intent classification model to determine whether the query is best addressed by a chat or a search.