This site appears to connect back to the server every time a new key is entered...
People should NEVER use any key management webpage or webapp.
Currently it is server driven, used for testing, demo, and checking your Bitcoin math. The Private Key inputs, specifically warns NOT to enter your personal Private Key.
I am working on a downloadable version of what you see online, open source, where you will be able to generate Bitcoin Addresses OFF-LINE using your own computer.