Short answer
HubSpot's KB: Sensitive Data isn't supported in chatbots, personalization tokens, playbooks or sandboxes; Highly Sensitive Data is more limited. Use field-level permissions. Don't store sensitive files in the files tool.
1. In HubSpot
The relevant screen in my demo portal.

2. Worth knowing
Map where sensitive fields will be used before turning it on.
3. Related
AI connectors and sensitive data.