The Batman Arkham games gradually add visible damage to you as you die and reload. It's not exactly story relevant, but adds nice flavor.
There's also resetti in animal crossing that is a bit of the opposite. He just shames you and wastes your time for save scumming.
Mostly no, but maybe yes. The problem would be licenses that are granted to anyone that hosts your content could allow them to use it for such things. If you completely self host or carefully select for services that don't have terms that allow them to use your data, then maybe you have a legal claim you could make.
The second problem is going to be proving a company used your data to train on. You likely can't prove they have a copy, if it's been parsed into some sort of meta data, it may be permissable anyway.