Hi Shastinatom, Firefox Monitor obtains data from https://haveibeenpwned.com/. Their main source is data discovered in the wild or shared by security researchers.

Perhaps the company that contacted you discovered the breach quickly enough that they were able to notify you before the data reached the site through other means? For privacy reasons, I suspect companies do not directly share the list of email addresses of breached accounts with the site.

In terms of next steps, the company probably told you whether it already reset your password and/or whether the password was accessed. If you used the same password elsewhere, it's probably a good idea to change to unique passwords on those other accounts in case a bot is trying the same email/username/password on other sites.

Did you make sure that this email comes from that company and that this isn't an phishing attempt to get your password ?

Always make sure to never click a link in such an email and always enter the website yourself via the home page.