In most messaging or communication applications, sharing a file in a conversation can typically be done through one or more of the following options:
Attaching the file directly to the message or conversation thread.
Uploading the file to a shared cloud storage service, such as Google Drive, Dropbox, or OneDrive, and sharing a link to the file.
Sending the file as an email attachment or as a direct message through email.
Using a file transfer service, such as WeTransfer or SendSpace, to upload and share the file.
Therefore, the option of not sharing the file is not typically offered as a sharing option since the whole purpose of sharing a file is to send it to another person or group in the conversation.