According to the VMware NSX Documentation1, core files and audit logs can contain sensitive information and should be excluded from the support bundle unless requested by VMware technical support. Controller files and management files are not mentioned as containing sensitive information.
Reference: 1: Support Bundle Collection Tool - VMware Docs
Core files and Audit logs might contain sensitive information such as passwords or encryption keys.
https://docs.vmware.com/en/VMware-NSX/4.1/administration/GUID-73D9AF0D-4000-4EF2-AC66-
6572AD1A0B30.html