It's not because they're dumb, it's because it's easy and because it's the OS a computer comes with (with the tiny exception of some systems where you can choose linux).
Any community that is open or allows public signups can be very easily scraped.
Disappearing messages won't help either, since things can be archived in real-time.
The only things that can't be scraped by AI are encrypted private conversations where everyone knows everyone else and there are no public/unknown members. Or stuff that is just not on the internet in the first place.
It's not something I worry about, I don't post things on the internet unless I intend everyone to see them, and there's not really anything I can do about AI scraping.
Yeah bookmarks are a lot better than using specific save systems