True, between HIPAA, PHI & PII there's plenty of privacy issues to be aware of in the Healthcare industry. The people you work for will make sure you understand what those are. But bottom line, that doesn't mean there are any real "technical" differences or magical methodologies that you'd use in one industry but not another. Typically. Yes, you might need to learn more about
masking or
encryption in Healthcare but it is certainly not exclusive to that world. Sure, there will be nuances of differences with how data is transmitted or what file formats are used or how many jigabites of data you need to load every day but there's still a bottom line.
As has already been said, ETL is ETL. This may sound a little facetious but you are going to E something, then T it and then finally L it. Or maybe you reverse the order of the last two, doesn't really matter. A database is a database, relational tables relate in a similar manner and there's only so many ways to load a warehouse or mart or ODS or whatever. Do you handle a Type2 dimension differently for Healthcare than Banking? Do inserts differently? Validate dates / amounts / strings of random digits differently? No, not really.
Of course, an understanding of the underlying business can help. Having to explain to someone building a financial data warehouse what a debit is or what posting a general ledger entry does can be a little frustrating but does that mean they can't be perfectly capable of moving the data from the source to the target with all of the proper business requirement transformations in place? Nope.
Learn the tools at your disposal. Become adept in their use regardless of industry or application. The rest will come. Well... unless you switch to working with geospatial data or start plotting vectors in a Hilbert space that is.