From this[1] PR, it seems to be related to "sensitive information in synthetic URLs", as this[2] article was just introduced bundled with the advisory article.
So I assume the security incident is about those who:
> You have a synthetic monitor that contains sensitive information (like passwords or usernames) in a URL or script.
[1] https://github.com/newrelic/docs-website/pull/15307/files
[2] https://docs.newrelic.com/docs/synthetics/synthetic-monitori...