a simple example would be accidentally receiving priveleged financial data that will affect prices the following day and using that data. The consequence here being insider trading
As someone else has pointed out, you'd think the mere fact that someone auto-appends these things to every email diminishes the likelihood that a court would take them seriously.
Consider also the absurdity of the sender using an inherently insecure communications channel to communicate information with a demand that the receiver keep it confidential...