This Microsoft Recall thing...

While it does actually omit things that it knows are sensitive (e.g. incognito mode in recognized browsers) from the screenshots it saves, things that it does not know about are all fair game.

DuckDuckGo browser? Never heard of it. Let's hoover up all the data we can get.
Signal? 🤷‍♂️ I'll just default to saving everything I see there.
You get the picture...