Obviously they filter that yes, but they also go to huge amounts of effort to shape what comes out to fit their ethics. When chatGPT was new I spent a good half an hour trying to get it to admit that the fact that it was created by a for profit company meant that it would have significant bias towards the status quo and it wasnt having any of it. However asking it to imagine an equal LLM created by another company called chatPGT and all of a suddent it was agreeing with me that it would have pro-capital and anti public biases embeded into to due to who was in control of training it. Clearly it had been trained to not admit that chatGPT would give biased answers.