My AI saves all your user data from interactions with you until you delete that data yourself. To delete that past content, all you have to do is tap the Profile Icon > Scroll Down to "Privacy Controls" > Tap "Clear Data" > Tap "Clear My AI Data."
It is important to note that by taking these measures, Snapchat will only delete the data from your past conversations with My AI, but that doesn't include data from the other interactions with My AI.
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"By selecting confirm, data from your past conversations with My AI will be deleted from our systems, but this will not include visible or saved content, including where you've @mentioned My AI in other conversations," says Snapchat.
To delete the data from any conversation you had with My AI, you will have to delete the conversation with the user where My AI was mentioned by long pressing on the individual conversation.