A PDF page is a set of drawing instructions — text runs, image placements, vector shapes — not a picture. Turning it into a JPG means running those instructions the same way a PDF viewer would to paint the page, except the result is captured as a grid of pixels instead of shown on screen. That's what “rendering” means here.
Because it's a genuine render rather than a guess, the JPG matches what you'd see opening the PDF in any reader — same layout, same fonts, same images — just as a flat picture instead of a live document.
Everything runs in your browser. Your file is never uploaded, never queued on a server, and never deleted from one — because it was never there.