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Men are opening up about mental health to AI instead of humans
(aiindexes.com)
This is a most excellent place for technology news and articles.
It's possible to reduce the privacy issues by using APIs with a local frontend. Given that APIs usually cater to companies instead of end consumers they actually have simple opt-outs for information logging.
Requires a bit of know-how, and you'll be paying for your llm per use (not that bad actually, I've personally averaged <10$/yr in api costs) but at least you get to have all your personal issues on your local device instead.
For a chatGPT-like experience you probably want the ooga booga web generation ui but there's others too.