Suprise, suprise! Your data on X is used by default to train Grok. Another day, another company, same story.
You can turn it off in Settings and privacy => Privacy and safety => Data sharing and personalization => Grok.
I could not find this option in the mobile application, so you may need to use the website to turn it off.
PS. Mastodon doesn’t do that. I highly recommend it. It’s better than Twitter X in my opinion 😉