It's a simple static site with no server involved. Everything happens client side. You could turn off your internet while you're using it if you wanted to make sure no data is exposed.
A better example is Protonmail, a secure email service. It has a nice web client and there is an 3rd party desktop/electron version of the same size called Electronmail. While both essentially run identical code, the electron version is more secure because even Protonmail insert a backdoor for a single or # of users. They would have to at least publish the backdoor in the vanilla code at which point, the maintainers of Electronmail will probably raise the alarm.
[1] https://developer.mozilla.org/en-US/docs/Web/Security/Subres...
https://chiselapp.com/user/rkeene/repository/bash-drop-netwo...