Earlier quoted context omitted.
The creator mentions in another post that the service does indeed upload the data to a server for processing. But, in general, it being a web app doesn't mean it uploads your data any more than a locally run application might. A web app can just as well do the processing in the browser without it ever leaving your machine.
Using a web app requires one to upload their file 100% of the time. Using a local app requires one, I'd expect, to upload their file 0% of the time.
The difference is the web app runs within the browser sandbox while the CLI executes with user permissions.