The short answer: open groups are not as private as person-to-person messages or closed groups.
The long answer: open groups are large public channels where Session users can congregate and discuss anything they want. Open groups, unlike other services in Session, are self-hosted and thus not fully decentralised. Someone has to run a server that stores the open group’s message history. Additionally, because open group servers can serve thousands of users, messages are only encrypted in transit to the server rather than being fully end-to-end encrypted.
For smaller group chats with a higher degree of privacy, users are encouraged to use closed groups.
You can learn more about open groups and how to set one up on this page.
To learn more about open groups, check out this video: