The short answer: Communities are not as private as person-to-person messages or groups.
The long answer: Communities are large public channels where Session users can congregate and discuss anything they want. Communities, unlike other services in Session, are self-hosted and thus not fully decentralised. Someone has to run a server that stores the communities message history. Additionally, because community servers can serve thousands of users, messages are only encrypted in transit to the server rather than being fully end-to-end encrypted.
For smaller group chats with a higher degree of privacy, users are encouraged to use the group's feature.
You can learn more about communities and how to set one up on this page.
To learn more about communities, check out this video: