Extended Reality (XR) and interactive experiences are revolutionising training by bridging the gap between theoretical knowledge and practical application. Unlike traditional methods, such as text-based manuals or passive video demonstrations, XR enables scenario-based simulations, allowing users to engage with real-world challenges in a risk-free environment. This approach can enhance engagement, improve retention, and ensures that content can be adapted to evolving industry demands and knowledge. However, the widespread adoption of XR raises critical cybersecurity concerns, particularly regarding data collection, management, and protection. The absence of established policies and procedures exacerbates these risks, increasing vulnerability to data breaches and cyberattacks. Without more stringent regulatory frameworks, XR platforms may inadvertently compromise security rather than enhance it. This paper examines the intersection of XR and cybersecurity, highlighting both the transformative potential of immersive learning experiences and the urgent need for stringent data protection measures. Addressing these challenges is essential to ensuring that XR technologies can be safely and effectively integrated into training environments without undermining security principles.