I'm not going to change all of my passwords every time a random website that I used briefly ten years ago leaks my low effort password.
Downloading the datasets--there are so many with so few options to obtain them. The mega-compilations likely won't include everything, either, like your license plate numbers or all your compromised addresses, nor the site from which hackers stole it.
So basically don't bother. If you want the same experience, open up notepad, HIBP, and your password manager, and make a little doxx file on yourself, in CSV or JSON.
I've had this twice now in one year ...
I just don't understand the circumstance you're describing.
Am I a part of this?
If this is a collection of stealer logs, no, but if it is Google & Facebook that have been hacked / had data leaked, then yes.
So far I've not heard anything from either, so I'm gonna assume that it didn't happen through those services until I hear otherwise.
Now these AI agents are going to use this to get to know about us humans even more.