The HaveIBeenPwned website was mentioned on this forum before but I remember a post by one user who said that the site could also be a way for a malicious user to get a new list of emails that are still in use and have some sort of importance to their users.
For example, lets say that the site is hosted by someone with bad intentions. He could easily check which email addresses have been searched on his site. Those emails were probably entered because they are important enough for their owners to check if they got hacked or not.
The owner of the HaveIBeenPwned site now has a new list of email accounts that he can use and investigate further.
Valid concern, but HaveIBeenPwned is very trusted and has hundreds of thousands of lookups on it.
It is transparent and if I remember correctly there was an external audit of the website's source.
if you don't feel comfortable using haveibeenpwned, you can look you email up straight in the source, the actual leaked databases themselves, but that would take extensive space on your computer to download literally terabytes of leaked data haha