Which tools upload, and which do not
PDF editing and archive tools are built on pdf-lib, PDF.js and 7-Zip compiled to WebAssembly, so they read the file from your disk and write the result back without sending it anywhere. The only download is the tool code itself, fetched from this site the first time you use it.
Converting a Word, Excel, PowerPoint or ebook file needs desktop software that cannot run in a browser. Those pages say so clearly above the drop zone. The file goes over HTTPS to an isolated LibreOffice or calibre process and is removed when the converted file has been sent back.
Tips for documents
When a PDF will be printed, keep the original and only compress a copy: image downsampling that looks fine on screen can show at 300 dpi. For email, compressing scanned pages usually takes a file from tens of megabytes to a few.
Converting a PDF back to an editable Word file works best on PDFs that were exported from a word processor. Scans are pictures of text, so they come back as images unless they were run through OCR first.