Steemit.com respects privacy but they could be court orderd, or (in the USA) simply harrased by government agencies into turning over records… I’m not aware of any data policy that details what steemit is saving and will not save.
This is an important point and needs more attention. https://steemit.com/steemit-ideas/@bbqbear/are-there-any-plans-for-a-steemit-warrant-canary-or-transparency-report