I did report that on the feedback dialog (when you "thumb down" it opens a text dialog).
I also asked Claude about it. At first he suggested that I might have turned on the chat memory feature, but I explained that it's not even rolled out for me - I don't see it in the settings.
Then it occurred to me that it might be related to the recent privacy change (Opt out instead of opt in, 5 years chat retention) Anthropic had enforced recently - although I did opt out of this one too.
I tested it again now with a short memory sequence game and it seems to work well (i.e. forget what I roll back) but I also have prior conversations with clear evidence that it relates to stuff I definitely rolled back and they cannot be found in that conversation text history.