You mentioned that Data Residency wouldn't be an issue, but you are working in healthcare, a regulated industry. Does the information you work with include a customer name? Does it include evidence that a procedure was done for someone? Does it include any employee or customer information which could be used to personally identify an individual person?

Besides healthcare regulations, which may very well have data residency requirements, you also need to consider things like GDPR if a single customer is a citizen of a European nation or various nations PDPA laws.

All of that said, MDM on iOS devices, for instance, cannot see everything you are doing. And when you leave a company or remove the MDM from the device, it can remove just the items that are corporate information, etc. Lots of details in all of this and if you aren't worried that you are doing something fishy then there shouldn't be an issue to ask your company for more background on what they are monitoring and who has access in what situations.