If they've generated a PDF, then they had to have you post the info to their server to run the PDF generator.
I'm a little concerned about whether or not you know this and just forgot for this simple example, or don't know this about how web apps work. You should just assume that any web app you're using is collecting your data, even if you don't "save" or setup an account.
EDIT: I assume this because I have written ones that maximally collect data, so I just assume others have done the same.
On draw.io we produce PDFs of diagrams both client and server side. It's not at all hard to do it client-side. The point you really wanted to make was that a server would be required to echo the PDF back to the user.