No one asked about privacy, I'm happy because you trust us
Anyway it's correct that user known what kind of data can be into dumps.

Technical info: the dump is made using MiniDumpWriteDump https://msdn.microsoft.com/en-us/library/ms680360%28VS.85%29.aspx https://msdn.microsoft.com/en-us/library/ms680360%28VS.85%29.aspx function

The dump contains a portion of memory in the crashed process space
it may contain (from my experience analyzing dumps):
- environment variables
- temporary directory path
- path of windows installation
- path of clamwin installation
- path of the file is being scanned

I'm not aware of sensible data inside dump files.