HA setup - what happens with data if one of the servers is down for a period of time

I read in the faq that you can achieve HA by:

“run identical Prometheus servers on two or more separate machines. Identical alerts will be deduplicated by the Alert manager).”

In that scenario, what happens with the data if one of the hosts is down for a period of time? Is prometheus going to request the missing data to the exporters or is the data “lost” (the other servers will still have the data)?