ELI5: You don't need any internet connection because Bitcoin addresses/private-keys aren't stored anywhere (e.g: a server). The website is only using several cryptographic functions to generate a random private key (and public key) for you.
You should definitely read more before making Youtube videos.
And if they are accounts created previously or not, another question is how do I know that nobody is going to receive my same private key due to coincidences of life? or that I receive the private key of some other person?
You don't know. It's possible but extremely unlikely. The chances of an address collision between 1 billion users at 10 addresses each are approximately 0.000000000000000000000000000000000000684%; [source]