When using the Insights control on a Contact it shows any clicks, form visits, etc from that person in the past. However if your Contact has any child Lead(s) created from a webpage or form, it does not add to the Contact Insights tab. As a result, once your Lead has been discarded or converted, the Insights data is actually lost as the Lead is no longer in an active state. You cannot retrieve the information on the remaining Contact.

Example:

John Doe is working for Contoso. Both a Contact and an Account exist in Dynamics 365. In Customer Insights a Web Form is created that was added to the company website. Submitting the form creates a new Lead and links to an existing Contact (or creates a new one). In this situation, John Doe is an existing Contact, so only a Lead is created and linked to his Contact form. With the form, John has expressed his interest in our of your Products listed in the website. Hence a Lead is created to follow up which could result in an Opportunity. After the follow-up it turns out John wants to buy the Product. In Dynamics 365, the Lead is converted in an Opportunity. While looking at the Lead Insights control, it can be seen that John submitted the Form and also received and opening some Lead Nurturing Emails.

After the Lead is converted, it is closed as Qualified and becomes readonly. Users of Dynamics 365 open the Contact for John Doe. His actions that generated a Lead (the Form submit and the Email reads), should be visible on the Contact Insights. Currently this does not roll up.