Well... blockcypher is definitely not a scam.
Hopefully not - but claiming they don't keep private keys and having an API that asks for your private key doesn't add up to me.
if they do, it doesn't mean that this information is logged or stored. Sure it can be stored your end and passed through the API - I think Micro-transaction API. They can process it and not store. I think blockcypher are a trustworthy service, I know developers who use them over blockchain.info / other services just for the stability, speed, documentation and the bcy testnet.