"Online" doesn't have to mean "uploaded"
Most people assume an online tool necessarily means their file travels to a server — that's true for the large majority of merge tools, but not a structural requirement. PrivaPDF is an online tool in the sense that you access it through a URL in your browser; the actual merging happens locally using WebAssembly, with nothing sent anywhere.
That distinction matters most when merging documents you wouldn't want passing through a third party even briefly — combining scanned tax forms, or assembling a due-diligence packet from several confidential source files.