Out-of-the-box, Sitecore does not encrypt the information it captures from forms in the Web Forms for Marketers database. It was a known issue and you could find nice blog posts on how to implement encryption in the Web Forms for Marketers information such as http://josedbaez.com/2016/09/wffm-encryption/ and https://sitecorejunkie.com/2013/06/21/encrypt-web-forms-for-marketers-fields-in-sitecore.
Was that solved in the new Sitecore Forms? I couldn't find any information in the Sitecore documentation mentioning that.
To whom it may concern. I've managed to encrypt the data and enable the encryption at rest which I share here https://restlesscode.wordpress.com/2018/01/21/make-sitecore-forms-more-secure/.