I know this because I manually downloaded several of the conversations before requesting the export, and the manual downloads contain the messages, but the export doesn't. I actually had ChatGPT do a second verification and it confirmed the missing messages.
I had ChatGPT generate a report showing concrete evidence of an export-integrity problem, not just a difference in titles or formatting. I then tried to submit the report via the chat on help.openai.com, and the chat stopped responding completely.
For context, the missing threads were completely benign (discussions regarding the historical development of Rabbinic Judaism), so this appears to be a technical data integrity bug rather than a moderation or filtering choice. Has anyone else noticed missing data in their recent OpenAI exports?