It does't collect anything as I mentioned before. There's no database and the only purpose of the website is for verifications and conversions,
Even if you don't log it (which I don't believe), the keys are sent through an unencrypted connection and can be sniffed by any man in the middle.
If you would like to suggest any tool or conversion please let me know
Bitaddress.org allows you to do all this, offline, running from a Live CD.