That is true but quite beside the point. If that was my only worry I'd have much less friction to install random spyw-ehm messaging apps.
(I believe that operators generally have much tighter regulations and laws governing what they could actually do with that, but regardless - besides the point)
There are other privacy concerns with messaging apps: e.g. harvesting of contacts, access to media and photos and camera on your device etc. Perhaps he/she means those.