[...]sensitivity is given in "mV/N" and "mV/mT".
Not "mV/N" but \$ (mV\times N)\$, where \$ N\$ is number of turns. This refers to a current transformer where transformer iron or ferrite confines magnetic lines so that a primary winding (usually one-turn) links almost entirely to multiple secondary turns.
Every secondary turn is similarly linked, so that voltage generated is multiplied by number-of-turns. This is often expressed as "Ampere-Turns".
In the case of OP's sensor, the number of secondary turns is fixed (because the secondary turns are potted into the sensor body). But you are free to add as many primary turns of the wire you wish to monitor.
For example, winding a current-carrying-wire so that it passes 3-times through the sensor hole will result in triple output AC voltage. The three turns must carry current through the hole in the same direction - of course current must be alternating in direction, but at any instant direction must be the same.