@NekoN7Templr as Akonyl said, this is not a matter of data transfer. Once NGS has started, we'll be able to go back and forth between the two worlds, there won't be some data transfer each time we move. It's just a matter that NGS uses the PSO2 side data in the same way, or NGS handles the data in some different way.
Then having a closer look on this case, the unit stealth part seems to be easier to understand. Units are not visible in NGS (*1). In other words, we can say they are always on stealth in NGS, regardless of the stealth status on PSO2. Marking this as "N" makes sense.
Yet the item lock status is a bit worrying. NGS also has the item lock feature (*2). Usually, we assume the lock status has the same meaning in both worlds, I guess. What locked in PSO2 is also locked in NGS and vice versa. But the announcement shows "N" mark for this element, then what does it mean? Is it possible that something locked in PSO2 is not locked in NGS? I hope for a clarification on this point.
One possibility came up into my mind is that these item lock status and stealth status are handled with a single variable in PSO2.
0: not locked, not in stealth
1: locked, not in stealth
2: not locked, stealth activated
3: locked, stealth activated
If that's the case, then this "Locked Items and Stealthed Units" data might have been considered as "N" just because of the stealth element, even if the locked status is shared. But then, according to their notification, this case is better to be labeled as "△", I suppose.
Either way, without further explanation, this is somehow puzzling point, IMO.
(*1) https://pso2.com/news/announcements/pso2ngsadditionalinfop2 - See section "Regarding the power of Weapons and Units you obtained from PSO2".
(*2) https://new-gen.pso2.jp/cbt/players/manual/menu/mmenu/ - From the CBT playing manual. The screen shot on the "アイテムパック (itempack)" section shows a sub command of "ロック (lock)".