[1] https://www.hhs.gov/hipaa/for-professionals/covered-entities...
I didn't capture and inspect the traffic myself, but https://support.office.com/client/53c77d7b-dc40-45c2-b684-81... makes the feature sound like it's built into M365 and not sending data to some centralized web service.
[1] https://www.hhs.gov/hipaa/for-professionals/covered-entities...