No SSL =

Keys are generated locally so there is no need for SSL. It's true someone could theoretically make man-in-middle attack, but SSL wouldn't help, because man-in-middle could easily bypass it.
If you are paranoid, download
Git repo and run it locally.
The paper wallet shows the private key as qr-code.
The image is transmitted from the server to my browser without SSL.
No need for SSL?
This is not secure.
Need for SSL.
No, QR-code is generated locally too. SSL would have zero benefit, no private data are transfered.