And there's no way to delete your chat history basically. You can delete your account, but that doesn't destroy your messages.
And as for privacy: Your username is anonymous, but your email isn't (to Discord), so the % of users that didn't create a separate fake email, or ever connected with a trackable IP, basically aren't anonymous at all. They also record your voice. Every user's voice is recorded in isolation and can be used as training data for identification algorithms. Including unusual characteristics like breathiness, diction, accent, and so on. Probably it can estimate your age as well.
And as for privacy: Your username is anonymous, but your email isn't (to Discord), so the % of users that didn't create a separate fake email, or ever connected with a trackable IP, basically aren't anonymous at all. They also record your voice. Every user's voice is recorded in isolation and can be used as training data for identification algorithms. Including unusual characteristics like breathiness, diction, accent, and so on. Probably it can estimate your age as well.