To my knowledge, there are no conditions which could result in in-guest data (i.e., data contained within a virtual machine's environment) being output to ESXi or vCenter logs, or core dumps. However, you asked about them containing "sensitive or protected data" and to that the answer could be yes depending on what you consider "sensitive" and "protected". For example, when using VM encryption, core dumps could contain the encryption keys used by ESXi to decrypt data. This would be considered protected information in many circumstances. So, again, it depends on your definition of those terms.