Potentially every local check or plugin script can transfer personal information’s.
If we speak only about the agent itself then you have also the running process information from the machine as you see what a logged in user is executing and how long the software is running and so on.
In the end, the person managing the monitoring system is responsible what is done whit the collected data.
If you have disabled a section you don’t want then also nothing is transferred to the monitoring server. On the monitoring server if you only disable the respective service then also no information about this disabled service is stored inside the core logs. Only some information is available in the last cached output. But no history of these information.