I can only imagine Apple has some kind of siloing agreement with OpenAI, Apple can easily afford whatever price to do so.

Yes, also covered explicitly in the keynote that Apple user's requests to openAI are not tracked. (Plus you have the explicit opt-in to even access chatGPT via siri in the first place.)

Surely Apple wouldn't simply market privacy while lying to their users about who can access their data: https://arstechnica.com/tech-policy/2023/12/apple-admits-to-...

There is a wide gap between complying with law enforcement requests and judicial orders and intentionally lying. Yes, if Apple can (trivially) read your data, then one must assume that at least the US government can access your data! Though if that's in your threat model I have a couple of other bad news items for you. Apple actively reduces that surface by moving ~everything to ee2e storage with keys held on customer devices. This is pretty transparently the attempt to be able to say "sorry can't do that without changing OS code and for _that_ discussion we have won in court. Really sorry that we can't help you". And yes, that's probably just to decrease the compliance costs. Still same result