Depending on your browser configuration, they can also store passwords for your online accounts. In some cases, drives that don't use Windows BitLocker contain personal photos and information that can be used for identity theft. If your laptop gets stolen, they can simply use a bootable USB drive to take the data directly from your disks and view it on another PC. This means that a person doesn't need to log in to your PC to steal your information.
This is because BitLocker, Windows 10's encryption, isn't applied to your drives by default.