in general, if you're using a company owned device (the target for this product and many others like it) you should always assume everything is logged
In the EU, employees have an expectation of privacy even on their corporate laptop. It is common for e.g. union workers to use corporate email to communicate, and the employer is not allowed to breach privacy here. Even chatter between worker is reasonably private by default.
I suspect, if the attacker is inside the EU, this article is technically a blatant breach of the GDPR. Not that the attacker will sue you for it, but customers might find this discomforting.
The key difference here is that pen testing, as well as IT testing, is very explicitly scoped out in a legal contract, and part of that is that users have to told to consent to monitoring for relevant business purposes.
What happened in this blogpost is still outside of that scope, obviously. I doubt that Huntress could make the claim that their customer here was clearly told that they would be possibly monitoring their activity in the same way that a "Content to Monitoring" popup for every login on corporate machines does it.