The “data” may, e.g., be the marginalized posterior of a prior analysis, to be combined with new measurement data in a knowledge update process. You can of course also make it part of the likelihood (depending on your definition of prior and likelihood in the specific case). Or sometimes you do get non-marginalized MCMC output as a data source (e.g. cosmic parameter MC chains based on cosmic microwave background sets from Planck) - call that your prior or data - that you want to combine with other data, and one may decide to use histograms of the raw MC chains for performance reasons (e.g. to fit into CPU cache).