Update conversation history settings to clarify `local` storage

[mattmcalister]

Description

Change Store my conversation history to Store my conversation history locally on my device

Steps to reproduce

1. Open brave://settings/leo-ai
2. See Personalization section
3. Setting currently says Store my conversation history

Actual result

Expected result

Store my conversation history locally on my device

Reproduces how often

Easily reproduced

Desktop Brave version (brave://version info)

1.85.22

Android device

• Brand/model:
• Android version:

Channel information

• release (stable)
• beta
• nightly

Reproducibility

• with Brave Shields disabled
• with Brave Rewards disabled
• in the latest version of Chrome

Miscellaneous information

No response