Why it is opt in
A sheet shared with Anyone with the link can be opened by anyone who has that link. The viewer itself still reads the sheet in your browser and the Themescape host never receives it, but sharing the sheet is a step outside Themescape's control. That is the reason the mode is for non-sensitive data only.
Stopping
When you are finished, set the sheet's General access back to Restricted in Google Sheets. Your map can be kept by saving your progress files.
Ethics applications
If your ethics approval covers only local storage, use CSV files. The form templates describe both routes so you can say which one your study uses.