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Microsoft Purview: Information Protection - Sensitivity Labels for Microsoft Entra Security Groups
Sensitivity labels can now be applied to Microsoft Entra cloud security groups, extending existing label governance with no additional configuration needed. Labels already configured for Microsoft 365 groups will automatically apply to cloud security groups.
Microsoft's description
Apply sensitivity labels to Microsoft Entra cloud security groups to extend the classification and governance you already use for Microsoft 365 groups. The same labels you publish in the Microsoft Purview portal and configure for groups and sites apply automatically to cloud security groups, with no separate label configuration required.