Copilot+ Recall feature pop quiz:
You deal with a sensitive matter on my Windows PC. E.g. an email you delete. Does Copilot Recall still store the deleted email?
Answer: yes. There's no feature to delete screenshots of things you delete while using your PC. You would have to remember to go and purge screenshots that Recall makes every few seconds.
If you or a friend use disappearing messages in WhatsApp, Signal etc, it is recorded regardless.