The answer to that would be to look at your website structure.
Let's say if a website is built in a custom way then it's very easy to identify as every single page code you can investigate easily.
On the other side if you got a third party system then you may not realise one of your pages may have the link which you may not be aware of and Bing might have crawled it. Also, worth checking header of the pages, meaning Bing might have got a signal from the script which may not be visible in general.
I would say there are so many third party tool which you can use to find your entire internal link pattern and you may get the lead from there.
Lastly, any private info should be well planned to ensure either they are password protected or blocked using robots.txt