Many of them, perhaps. Certainly not all of them. That's irrelevant because there are a great many more who aren't necessarily saying much of anything but are logging everything. There are clear business and governmental (ie surveillance) use cases for such data so it's more or less guaranteed to happen en masse.
> most Discord guilds are not public, this was a case of malicious bots
Apologies, I don't actually use Discord and (based on this and a few other comments here) have realized that the term "bot" is being used in a very nonstandard manner. It seems that Discord "bots" are server side apps that can be launched (ie used) by other people. Using such bots to scrape private channels that the author doesn't otherwise have access to is indeed highly malicious and not to be expected or tolerated. (Of course one could wonder why such bots were permitted unrestricted communication with the outside world in the first place. Does Discord lack even a basic permission system?!)
Still, if you choose to run unverified code provided by an unknown party you should fully expect to be exploited to the maximum extent possible. It's really no different than installing arbitrary browser extensions or running arbitrary binaries that you found on the internet.