I always assumed this was to avoid outing people as gay, to avoid kids working out that their mother started dating again, or to avoid an Ashley Madison-type scenario. Those seem more dangerous than being found to have an account on dodgy-carderz.com.

Have you considered the amount of PII the dating site is likely to have on their average customer? Access to a dating profile is almost as good as Facebook access to perpetrate identity theft.

That's not what makes a breach "sensitive" for HIBP, it's about breaches that only can be checked if you authenticated your e-mail address or domain, so that not everyone can check if you've used the site.