Thanks for commenting here.
I think it’s all about the current issues with phishing etc... people are now more careful with which website they give their keys to. At least I know and use steemconnect daily.

Steemconnect since v2 does not store your keys either, they set a proxy account in your Steem account to get the permission to post in your behalf. That’s why when you give the permission you can see in steemd.com that it has created a transaction with an authorisation data in it.

The doc can always say anything you like, it’s not a guaranty. Phishing websites are very convincing too.

But as I said earlier, I’m not accusing you, I checked the website and found it seems genuine. The “issue” with imputing key is only me. It’s just up to each one whether or not they feel comfortable imputing their keys in a tool they just discovered.