Check this page:
https://azure.microsoft.com/en-us/support/legal/cognitive-services-compliance-and-privacy/
For Computer vision (and other cognitive services), it says:
"The services listed above give you control over the storage and deletion of any customer data that they store as part of providing the services to you. For services that do not store customer data, the customer data is automatically deleted after processing"
The only data probably stored would be the sample documents you would use for training the model. But it won't be shared to others and you may delete it once its not needed - or better to train using dummy data.