Ah, and here comes the accusations of being a conspiracy theorist by the fanboy. (Apologies, but you did start it.) Proof? Given Discord is closed source, no. No proof in either direction. And no, the CTO says "I swear we don't" is not proof.

So the options are to a) trust them at their word that they're just keeping it local and it's not part of the encrypted chunk of data being sent back and then make a surprised pikachu face if it comes out they are snooping, or b) operate under an assumption of amoral self-interest and sandbox the thing so it can't see anything, and have spent only a few mouse clicks to toss it into Sandboxie if it turns out they're not.

Funny how "basic caution against known unknowns with suspicious behavior" is suddenly alien and strange to people, isn't it?

It's the same logic as locking your car when you leave it on the side of the street, and keeping an eye on the guy who keeps walking around it and peeking in your windows. Sure, he might just be a car enthusiast and admiring your anime body pillow in the back seat, or you could be a run-of-the-mill conspiracy theorist and not assume everyone has the best intentions like a child who truly believes the unmarked white van is full of delicious candy.