This article will explain the Third Party Data Tracking flag, found in the Additional Risk Factors section.
Vulnerabilities in this section are based on the Data trackers found on the domain. A tracker collects data about a user's interactions with the website. They're often used for marketing purposes, such as user engagement and ad opportunities, basically analyzing user behavior on the website.
They can pose security concerns because they track and collect user data without the user's consent, often location and behaviour data.
Clicking "More" will take you to the full description, and clicking "View Active Trackers" on this section will show you the Active Trackers being detected, and you can also see the Domains Impacted by them.
It's your decision if you'd like to keep these Trackers active, but they can pose an increased threat of data breaches, privacy violations, and regulatory penalties.