Backport 8.18 because missing (#4831)

Author: ericywl

docs/en/observability/apm/security/data-security/filtering.asciidoc

@@ -72,6 +72,10 @@ see <<apm-derive-client-ip>>.
 The capturing of this data can be turned off by setting
 **Capture personal data** to `false`.
 
+NOTE: This setting only prevents APM Server from capturing already ingested personal data.
+It does not prevent such data from appearing in ingestion logs where applicable.
+See <<apm-filters-in-agent,APM agent filters>> for redacting data on ingestion.
+
 [discrete]
 [[apm-filters-real-user-data]]
 == Real user monitoring data