The Data and Privacy setting has “New” right next to it, but my settings were already turned off except for the ones related to games. I guess turning everything off is good, or maybe it’s better just to delete the messages (if possible) and accountHow users opt out
Go to User settings > Data and Privacy.
Along with toggles to opt out of personalized ads and data collection (which I strongly suggest you turn off as well), you’ll see a button to block your message text and data from being used in Server Web Pages. And one toggle will cover permissions in every Discoverable Server that you belong to, so you won’t have to waste time updating your preferences for every community.